+4.7%
CMCSA vs HBM
+281.1%
-276.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | +3.2% | +2.2% | +0.9% | +2.9% |
| 30D | +19.5% | -11.8% | +31.3% | +20.6% |
| 3M | -2.4% | -19.2% | +16.8% | -1.0% |
| 6M | +3.8% | -22.9% | +26.7% | +5.1% |
| YTD | -5.4% | +7.8% | -13.2% | -8.3% |
| 1Y | +1.1% | +34.9% | -33.8% | -4.5% |
| 3Y | -27.1% | +422.2% | -449.3% | -42.4% |
| 5Y | -40.3% | +192.8% | -233.1% | -51.2% |
| All | +4.7% | +281.1% | -276.4% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling