+4.1%
CMCSA vs HST
+136.3%
-132.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +0.7% | -1.3% | +1.9% | +1.0% |
| 30D | +21.0% | +13.4% | +7.6% | +16.4% |
| 3M | -0.9% | +16.7% | -17.6% | -5.6% |
| 6M | +2.9% | +24.0% | -21.1% | -3.9% |
| YTD | -5.9% | +54.0% | -59.9% | -18.1% |
| 1Y | +2.5% | +55.0% | -52.6% | -11.0% |
| 3Y | -28.3% | +89.3% | -117.6% | -42.3% |
| 5Y | -40.8% | +85.4% | -126.2% | -53.4% |
| All | +4.1% | +136.3% | -132.1% | -26.4% |
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