-27.5%
CMCSA vs HDB
-6.8%
-20.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +0.7% | +6.9% | -6.3% | -0.2% |
| 30D | +21.0% | +15.2% | +5.8% | +18.7% |
| 3M | -0.9% | +11.7% | -12.7% | -2.5% |
| 6M | +2.9% | +7.5% | -4.6% | +1.4% |
| YTD | -5.9% | -28.8% | +22.9% | -2.8% |
| 1Y | +2.5% | -29.1% | +31.6% | +5.9% |
| All | -27.5% | -6.8% | -20.7% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling