-6.4%
CMCSA vs HUT
+221.4%
-227.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.1% | +8.6% | +1.7% |
| 7D | +3.2% | +9.3% | -6.2% | +2.9% |
| 30D | +19.5% | -23.1% | +42.6% | +20.0% |
| 3M | -2.4% | -30.6% | +28.2% | -1.9% |
| 6M | +3.8% | -46.9% | +50.7% | +4.7% |
| YTD | -5.4% | +25.3% | -30.7% | -8.2% |
| 1Y | +1.1% | +59.8% | -58.7% | -3.2% |
| 3Y | -27.1% | +467.2% | -494.3% | -36.4% |
| 5Y | -40.3% | -24.6% | -15.6% | -46.7% |
| All | -6.4% | +221.4% | -227.9% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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