+6.1%
CMCSA vs HUM
+152.7%
-146.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.1% | -0.3% |
| 7D | -4.9% | +2.1% | -6.9% | -5.2% |
| 30D | -1.1% | +5.4% | -6.5% | -1.9% |
| 3M | +6.6% | +11.4% | -4.8% | +4.4% |
| 6M | -15.5% | +141.5% | -157.0% | -28.2% |
| YTD | -6.7% | +61.2% | -67.9% | -15.2% |
| 1Y | -15.6% | +49.2% | -64.7% | -22.6% |
| 3Y | -33.7% | -9.0% | -24.6% | -34.2% |
| 5Y | -46.6% | +7.2% | -53.8% | -50.8% |
| All | +6.1% | +152.7% | -146.6% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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