-35.3%
CMCSA vs HBM
+506.5%
-541.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -6.6% |
| 7D | -8.3% | +5.5% | -13.8% | -8.5% |
| 30D | -2.4% | +3.3% | -5.7% | -2.6% |
| 3M | +4.5% | +12.7% | -8.1% | +3.8% |
| 6M | -18.8% | +28.2% | -47.0% | -20.3% |
| YTD | -8.9% | +45.3% | -54.2% | -12.0% |
| 1Y | -18.3% | +121.7% | -140.0% | -24.2% |
| All | -35.3% | +506.5% | -541.8% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling