+6.1%
CMCSA vs HPQ
+259.7%
-253.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.4% | -8.3% | -2.2% |
| 7D | -4.9% | +9.8% | -14.6% | -7.5% |
| 30D | -1.1% | +22.4% | -23.4% | -6.8% |
| 3M | +6.6% | +45.2% | -38.6% | -4.5% |
| 6M | -15.5% | +96.4% | -111.9% | -31.4% |
| YTD | -6.7% | +65.4% | -72.1% | -20.6% |
| 1Y | -15.6% | +31.6% | -47.2% | -23.5% |
| 3Y | -33.7% | +37.0% | -70.7% | -42.6% |
| 5Y | -46.6% | +53.0% | -99.6% | -57.1% |
| All | +6.1% | +259.7% | -253.6% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 10y: compounded portfolio wealth divided by compounded HPQ 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…
10y analysis · Full analysis span regression · 6 months rolling