+516.9%
CMCSA vs HBM
+613.3%
-96.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -2.1% | -6.4% | +4.2% | -1.4% |
| 30D | +7.0% | +5.9% | +1.1% | +6.2% |
| 3M | +15.1% | -8.9% | +24.0% | +15.4% |
| 6M | -15.4% | +10.7% | -26.0% | -17.5% |
| YTD | -1.9% | +38.3% | -40.2% | -7.3% |
| 1Y | -12.7% | +121.3% | -134.1% | -22.4% |
| 3Y | -31.0% | +450.6% | -481.6% | -46.5% |
| 5Y | -46.1% | +338.0% | -384.1% | -58.6% |
| 10Y | +10.8% | +578.6% | -567.8% | -28.8% |
| All | +516.9% | +613.3% | -96.5% | +195.8% |
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