-47.2%
CMCSA vs HIG
+116.1%
-163.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -4.9% | -1.5% | -3.4% | -4.2% |
| 30D | -1.1% | -0.4% | -0.7% | -0.9% |
| 3M | +6.6% | +6.7% | -0.1% | +3.2% |
| 6M | -15.5% | +2.0% | -17.4% | -16.2% |
| YTD | -6.7% | +0.3% | -7.0% | -6.9% |
| 1Y | -15.6% | +4.2% | -19.8% | -17.3% |
| 3Y | -33.7% | +102.2% | -135.9% | -52.4% |
| All | -47.2% | +116.1% | -163.3% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling