-35.3%
CMCSA vs HIG
+101.4%
-136.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.7% | -7.3% | -6.9% |
| 7D | -8.3% | -0.5% | -7.8% | -8.1% |
| 30D | -2.4% | -2.8% | +0.4% | -1.2% |
| 3M | +4.5% | +6.3% | -1.8% | +1.4% |
| 6M | -18.8% | -0.1% | -18.7% | -18.7% |
| YTD | -8.9% | +0.4% | -9.4% | -9.2% |
| 1Y | -18.3% | +6.2% | -24.5% | -20.5% |
| All | -35.3% | +101.4% | -136.7% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling