-46.7%
CMCSA vs HL
+232.7%
-279.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.3% | +2.5% |
| 7D | -5.6% | -5.6% | +0.1% | -5.4% |
| 30D | -1.9% | +12.7% | -14.6% | -2.4% |
| 3M | +6.4% | +42.5% | -36.1% | +4.7% |
| 6M | -16.9% | -9.0% | -7.9% | -16.8% |
| YTD | -6.8% | +4.4% | -11.2% | -7.7% |
| 1Y | -15.9% | +82.7% | -98.6% | -19.8% |
| 3Y | -33.4% | +406.3% | -439.7% | -42.8% |
| 5Y | -46.7% | +238.2% | -284.9% | -55.2% |
| All | -46.7% | +232.7% | -279.4% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling