+6.1%
CMCSA vs HRB
+209.1%
-203.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -4.9% | -8.0% | +3.2% | -3.1% |
| 30D | -1.1% | -16.0% | +14.9% | +2.8% |
| 3M | +6.6% | +26.9% | -20.3% | +0.4% |
| 6M | -15.5% | +51.1% | -66.6% | -24.2% |
| YTD | -6.7% | +7.1% | -13.7% | -9.5% |
| 1Y | -15.6% | -9.6% | -6.0% | -14.8% |
| 3Y | -33.7% | +25.4% | -59.1% | -39.5% |
| 5Y | -46.6% | +114.9% | -161.5% | -58.5% |
| All | +6.1% | +209.1% | -203.1% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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