-29.6%
CMCSA vs HAS
+44.6%
-74.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.1% | -1.8% | -0.3% | -1.7% |
| 30D | +7.0% | +2.3% | +4.8% | +6.5% |
| 3M | +15.1% | +10.4% | +4.7% | +12.5% |
| 6M | -15.4% | -3.2% | -12.1% | -15.1% |
| YTD | -1.9% | +15.4% | -17.3% | -5.3% |
| 1Y | -12.7% | +18.8% | -31.5% | -16.4% |
| All | -29.6% | +44.6% | -74.2% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling