+2,154.1%
CMCSA vs HRB
+3,424.8%
-1,270.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.9% |
| 7D | +3.2% | -5.1% | +8.2% | +4.6% |
| 30D | +19.5% | +8.7% | +10.9% | +16.8% |
| 3M | -2.4% | -5.4% | +3.0% | -1.1% |
| 6M | +3.8% | +41.6% | -37.7% | -6.7% |
| YTD | -5.4% | +18.7% | -24.0% | -12.3% |
| 1Y | +1.1% | +16.4% | -15.3% | -5.8% |
| 3Y | -27.1% | +22.0% | -49.1% | -34.4% |
| 5Y | -40.3% | +141.2% | -181.5% | -57.2% |
| 10Y | +6.0% | +223.1% | -217.1% | -36.2% |
| All | +2,154.1% | +3,424.8% | -1,270.8% | +270.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling