-27.1%
CMCSA vs HAS
+212.5%
-239.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.6% |
| 7D | +3.2% | +1.4% | +1.8% | +2.8% |
| 30D | +19.5% | +26.3% | -6.8% | +13.4% |
| 3M | -2.4% | +25.6% | -28.0% | -7.3% |
| 6M | +3.8% | +30.3% | -26.4% | -2.4% |
| YTD | -5.4% | +50.4% | -55.7% | -13.5% |
| 1Y | +1.1% | +57.7% | -56.6% | -8.4% |
| 3Y | -27.1% | +213.4% | -240.5% | -44.1% |
| All | -27.1% | +212.5% | -239.6% | -44.1% |
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