+1.8%
CMCSA vs HIG
+12.7%
-10.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.6% | +3.5% |
| 7D | +15.2% | +6.2% | +9.0% | +11.2% |
| 30D | +17.0% | +9.4% | +7.6% | +11.1% |
| 3M | +1.2% | -2.3% | +3.6% | +2.8% |
| 6M | -5.5% | +4.2% | -9.7% | -8.1% |
| YTD | -6.5% | +1.6% | -8.1% | -7.2% |
| 1Y | +1.8% | +9.9% | -8.1% | -0.8% |
| All | +1.8% | +12.7% | -10.9% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling