-33.7%
CMCSA vs HUM
-9.4%
-24.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.1% | 0.0% |
| 7D | -4.9% | +2.1% | -6.9% | -4.9% |
| 30D | -1.1% | +5.4% | -6.5% | -1.3% |
| 3M | +6.6% | +11.4% | -4.8% | +6.0% |
| 6M | -15.5% | +141.5% | -157.0% | -19.2% |
| YTD | -6.7% | +61.2% | -67.9% | -8.6% |
| 1Y | -15.6% | +49.2% | -64.7% | -17.2% |
| 3Y | -33.7% | -9.0% | -24.6% | -37.5% |
| All | -33.7% | -9.4% | -24.3% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling