+495.0%
CMCSA vs HBM
+456.2%
+38.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.8% |
| 3M | -2.4% | -19.2% | +16.8% | -0.7% |
| 6M | +3.8% | -22.9% | +26.7% | +5.3% |
| YTD | -5.4% | +7.8% | -13.2% | -8.6% |
| 1Y | +1.1% | +34.9% | -33.8% | -5.0% |
| 3Y | -27.1% | +422.2% | -449.3% | -43.5% |
| 5Y | -40.3% | +192.8% | -233.1% | -52.1% |
| 10Y | +6.0% | +281.1% | -275.1% | -27.1% |
| All | +495.0% | +456.2% | +38.8% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling