+2,085.1%
CMCSA vs HST
+1,511.7%
+573.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +5.0% | -2.7% | +7.7% | +5.8% |
| 30D | +16.5% | +10.7% | +5.8% | +13.0% |
| 3M | -1.6% | +6.3% | -7.8% | -3.4% |
| 6M | -5.0% | +19.0% | -24.0% | -10.0% |
| YTD | -8.3% | +47.0% | -55.3% | -18.5% |
| 1Y | +0.4% | +53.4% | -53.1% | -11.9% |
| 3Y | -31.0% | +78.0% | -109.0% | -42.7% |
| 5Y | -42.5% | +71.7% | -114.2% | -53.0% |
| 10Y | +12.6% | +146.2% | -133.6% | -22.4% |
| All | +2,085.1% | +1,511.7% | +573.3% | +703.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling