-33.7%
CMCSA vs HLT
+99.0%
-132.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.9% | -1.6% | -3.3% | -4.4% |
| 30D | -1.1% | -5.0% | +4.0% | +0.6% |
| 3M | +6.6% | -10.4% | +17.0% | +10.2% |
| 6M | -15.5% | +3.2% | -18.7% | -17.2% |
| YTD | -6.7% | +6.7% | -13.4% | -10.1% |
| 1Y | -15.6% | +10.3% | -25.9% | -19.9% |
| 3Y | -33.7% | +99.3% | -133.0% | -53.2% |
| All | -33.7% | +99.0% | -132.7% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling