-48.2%
CMCSA vs HRB
+104.8%
-153.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.6% | -5.0% | -6.3% |
| 7D | -8.3% | -10.6% | +2.3% | -6.4% |
| 30D | -2.4% | -0.8% | -1.6% | -2.6% |
| 3M | +4.5% | +19.1% | -14.5% | +0.9% |
| 6M | -18.8% | +48.7% | -67.5% | -25.0% |
| YTD | -8.9% | +7.1% | -16.0% | -10.3% |
| 1Y | -18.3% | -8.3% | -10.0% | -16.9% |
| 3Y | -35.0% | +25.8% | -60.8% | -39.5% |
| 5Y | -48.2% | +111.1% | -159.2% | -55.6% |
| All | -48.2% | +104.8% | -153.0% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling