+6.1%
CMCSA vs HL
+273.7%
-267.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -4.9% | -4.4% | -0.5% | -4.6% |
| 30D | -1.1% | +9.3% | -10.4% | -1.7% |
| 3M | +6.6% | +32.0% | -25.4% | +4.5% |
| 6M | -15.5% | -6.4% | -9.0% | -15.7% |
| YTD | -6.7% | +3.1% | -9.8% | -8.0% |
| 1Y | -15.6% | +77.6% | -93.2% | -20.3% |
| 3Y | -33.7% | +392.8% | -426.5% | -43.4% |
| 5Y | -46.6% | +234.1% | -280.7% | -54.1% |
| All | +6.1% | +273.7% | -267.6% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling