-33.8%
CMCSA vs HL
+397.6%
-431.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.3% | +2.4% |
| 7D | -5.6% | -5.6% | +0.1% | -5.5% |
| 30D | -1.9% | +12.7% | -14.6% | -2.0% |
| 3M | +6.4% | +42.5% | -36.1% | +6.0% |
| 6M | -16.9% | -9.0% | -7.9% | -16.7% |
| YTD | -6.8% | +4.4% | -11.2% | -6.9% |
| 1Y | -15.9% | +82.7% | -98.6% | -17.4% |
| All | -33.8% | +397.6% | -431.3% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling