+46.5%
CMCSA vs HLT
+643.8%
-597.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.8% | -7.4% | -6.9% |
| 7D | -8.3% | -1.5% | -6.8% | -7.8% |
| 30D | -2.4% | -1.2% | -1.2% | -2.0% |
| 3M | +4.5% | -10.3% | +14.9% | +8.3% |
| 6M | -18.8% | +1.3% | -20.0% | -19.7% |
| YTD | -8.9% | +7.0% | -16.0% | -12.0% |
| 1Y | -18.3% | +11.9% | -30.2% | -22.5% |
| 3Y | -35.0% | +100.7% | -135.6% | -50.7% |
| 5Y | -48.2% | +147.5% | -195.7% | -64.5% |
| 10Y | +4.6% | +586.5% | -582.0% | -51.6% |
| All | +46.5% | +643.8% | -597.2% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling