+6.1%
CMCSA vs HIG
+313.7%
-307.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -4.9% | -1.5% | -3.4% | -4.4% |
| 30D | -1.1% | -0.4% | -0.7% | -1.0% |
| 3M | +6.6% | +6.7% | -0.1% | +4.0% |
| 6M | -15.5% | +2.0% | -17.4% | -16.0% |
| YTD | -6.7% | +0.3% | -7.0% | -6.8% |
| 1Y | -15.6% | +4.2% | -19.8% | -16.9% |
| 3Y | -33.7% | +102.2% | -135.9% | -48.5% |
| 5Y | -46.6% | +118.5% | -165.1% | -59.9% |
| All | +6.1% | +313.7% | -307.6% | -34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling