-42.1%
CMCSA vs HUT
-31.8%
-10.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +14.6% | -16.8% | -2.7% |
| 7D | +5.0% | -11.4% | +16.4% | +5.2% |
| 30D | +16.5% | -41.0% | +57.5% | +18.1% |
| 3M | -1.6% | -41.9% | +40.3% | -0.4% |
| 6M | -5.0% | -51.7% | +46.6% | -3.8% |
| YTD | -8.3% | +14.6% | -22.9% | -11.8% |
| 1Y | +0.4% | +21.4% | -21.0% | -4.3% |
| 3Y | -31.0% | +359.8% | -390.8% | -43.2% |
| All | -42.1% | -31.8% | -10.3% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling