+6.0%
CMCSA vs HDB
+32.9%
-27.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.6% |
| 7D | -5.6% | -6.2% | +0.6% | -4.1% |
| 30D | -1.9% | -6.2% | +4.4% | -0.4% |
| 3M | +6.4% | -5.9% | +12.3% | +7.6% |
| 6M | -16.9% | -25.9% | +9.0% | -11.5% |
| YTD | -6.8% | -40.2% | +33.4% | +4.4% |
| 1Y | -15.9% | -38.0% | +22.1% | -6.8% |
| 3Y | -33.4% | -30.5% | -2.9% | -29.3% |
| 5Y | -46.7% | -38.1% | -8.6% | -42.6% |
| All | +6.0% | +32.9% | -27.0% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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