-12.7%
CMCSA vs HL
+134.7%
-147.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.7% |
| 7D | -2.1% | +1.5% | -3.6% | -2.1% |
| 30D | +7.0% | +25.1% | -18.0% | +7.7% |
| 3M | +15.1% | +22.9% | -7.8% | +16.0% |
| 6M | -15.4% | -4.9% | -10.4% | -14.8% |
| YTD | -1.9% | +7.8% | -9.7% | -0.6% |
| 1Y | -12.7% | +133.9% | -146.6% | -13.1% |
| All | -12.7% | +134.7% | -147.4% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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