-12.7%
CMCSA vs HLT
+13.1%
-25.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -2.1% | -3.3% | +1.2% | -1.7% |
| 30D | +7.0% | -4.1% | +11.1% | +7.6% |
| 3M | +15.1% | -7.9% | +23.0% | +16.4% |
| 6M | -15.4% | +2.2% | -17.5% | -16.2% |
| YTD | -1.9% | +8.5% | -10.4% | -3.9% |
| 1Y | -12.7% | +12.1% | -24.8% | -17.0% |
| All | -12.7% | +13.1% | -25.8% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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