+236.3%
CMCSA vs HDB
+4,291.4%
-4,055.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +0.7% | +6.9% | -6.3% | -1.2% |
| 30D | +21.0% | +15.2% | +5.8% | +16.3% |
| 3M | -0.9% | +11.7% | -12.7% | -4.1% |
| 6M | +2.9% | +7.5% | -4.6% | +0.2% |
| YTD | -5.9% | -28.8% | +22.9% | +2.2% |
| 1Y | +2.5% | -29.1% | +31.6% | +11.3% |
| 3Y | -28.3% | -7.0% | -21.2% | -29.1% |
| 5Y | -40.8% | -22.1% | -18.7% | -39.6% |
| 10Y | +5.4% | +64.9% | -59.5% | -17.9% |
| All | +236.3% | +4,291.4% | -4,055.2% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling