-45.0%
CMCSA vs HDB
-37.8%
-7.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | 0.0% |
| 7D | +0.1% | -2.0% | +2.2% | +0.5% |
| 30D | +3.8% | -4.9% | +8.7% | +4.8% |
| 3M | +12.3% | -2.3% | +14.6% | +12.5% |
| 6M | -15.4% | -23.7% | +8.3% | -11.3% |
| YTD | -2.5% | -38.5% | +36.0% | +6.7% |
| 1Y | -13.4% | -36.5% | +23.1% | -6.0% |
| 3Y | -30.4% | -28.5% | -1.9% | -27.3% |
| 5Y | -45.0% | -37.4% | -7.6% | -38.6% |
| All | -45.0% | -37.8% | -7.3% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling