+2,069.3%
CMCSA vs HUM
+5,540.8%
-3,471.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.5% |
| 7D | -8.3% | -0.2% | -8.0% | -8.2% |
| 30D | -2.4% | +3.7% | -6.1% | -3.0% |
| 3M | +4.5% | +10.4% | -5.9% | +2.7% |
| 6M | -18.8% | +125.7% | -144.5% | -29.1% |
| YTD | -8.9% | +57.3% | -66.3% | -16.4% |
| 1Y | -18.3% | +48.6% | -66.9% | -24.7% |
| 3Y | -35.0% | -11.3% | -23.6% | -36.5% |
| 5Y | -48.2% | +0.8% | -49.0% | -51.1% |
| 10Y | +4.6% | +146.7% | -142.1% | -16.0% |
| All | +2,069.3% | +5,540.8% | -3,471.6% | +814.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling