-35.3%
CMCSA vs HRB
+25.9%
-61.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.6% | -5.0% | -6.4% |
| 7D | -8.3% | -10.6% | +2.3% | -6.7% |
| 30D | -2.4% | -0.8% | -1.6% | -2.5% |
| 3M | +4.5% | +19.1% | -14.5% | +1.6% |
| 6M | -18.8% | +48.7% | -67.5% | -23.6% |
| YTD | -8.9% | +7.1% | -16.0% | -8.8% |
| 1Y | -18.3% | -8.3% | -10.0% | -15.7% |
| All | -35.3% | +25.9% | -61.2% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling