+233.3%
CMCSA vs HDB
+4,239.1%
-4,005.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -0.6% | +4.1% | -4.7% | -1.7% |
| 30D | +18.8% | +13.0% | +5.8% | +14.8% |
| 3M | -1.1% | +11.3% | -12.4% | -4.1% |
| 6M | +2.5% | +6.9% | -4.4% | 0.0% |
| YTD | -6.7% | -29.6% | +22.9% | +1.6% |
| 1Y | 0.0% | -29.5% | +29.5% | +8.8% |
| 3Y | -28.9% | -8.1% | -20.8% | -29.5% |
| 5Y | -41.1% | -23.4% | -17.7% | -39.7% |
| 10Y | +4.5% | +62.9% | -58.5% | -18.3% |
| All | +233.3% | +4,239.1% | -4,005.8% | +35.2% |
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 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