-15.6%
CMCSA vs HLT
+12.2%
-27.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.9% | -1.6% | -3.3% | -4.7% |
| 30D | -1.1% | -5.0% | +4.0% | -0.4% |
| 3M | +6.6% | -10.4% | +17.0% | +8.2% |
| 6M | -15.5% | +3.2% | -18.7% | -16.5% |
| YTD | -6.7% | +6.7% | -13.4% | -8.4% |
| 1Y | -15.6% | +10.3% | -25.9% | -19.9% |
| All | -15.6% | +12.2% | -27.8% | -19.9% |
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