+10.2%
CMCSA vs HST
+97.7%
-87.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.1% | +2.0% | -1.9% | -0.5% |
| 30D | +3.8% | -5.2% | +9.1% | +5.5% |
| 3M | +12.3% | -6.2% | +18.6% | +14.3% |
| 6M | -15.4% | +20.4% | -35.8% | -20.4% |
| YTD | -2.5% | +30.6% | -33.1% | -10.7% |
| 1Y | -13.4% | +37.4% | -50.7% | -22.1% |
| 3Y | -30.4% | +66.1% | -96.5% | -41.7% |
| 5Y | -45.0% | +73.7% | -118.7% | -55.9% |
| 10Y | +10.2% | +99.8% | -89.6% | -21.0% |
| All | +10.2% | +97.7% | -87.5% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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