+1.8%
CMCSA vs HWM
+5.4%
-3.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.3% | +9.3% | +4.6% |
| 7D | +15.2% | +9.4% | +5.8% | +15.9% |
| 30D | +17.0% | -7.0% | +24.0% | +16.4% |
| 3M | +1.2% | -25.9% | +27.1% | -0.9% |
| 6M | -5.5% | -10.8% | +5.3% | -6.8% |
| YTD | -6.5% | +4.3% | -10.9% | -3.4% |
| 1Y | +1.8% | +4.4% | -2.6% | +6.1% |
| All | +1.8% | +5.4% | -3.6% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling