+1,316.2%
CMCSA vs HIG
+1,002.1%
+314.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | +7.0% | -3.2% | +10.2% | +7.8% |
| 3M | +15.1% | +9.1% | +5.9% | +12.7% |
| 6M | -15.4% | -1.8% | -13.6% | -15.0% |
| YTD | -1.9% | +1.8% | -3.7% | -2.3% |
| 1Y | -12.7% | +4.6% | -17.3% | -13.6% |
| 3Y | -31.0% | +101.6% | -132.6% | -41.4% |
| 5Y | -46.1% | +124.5% | -170.6% | -55.5% |
| 10Y | +10.8% | +317.8% | -307.0% | -23.2% |
| All | +1,316.2% | +1,002.1% | +314.1% | +360.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling