+6.4%
CMCSA vs HWM
+1,599.0%
-1,592.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | +4.6% | -1.8% | +6.3% | +4.8% |
| 30D | +19.8% | -2.7% | +22.5% | +19.9% |
| 3M | -0.3% | -22.7% | +22.5% | +4.7% |
| 6M | +0.3% | -18.9% | +19.2% | +3.7% |
| YTD | -6.9% | +7.1% | -14.0% | -10.4% |
| 1Y | +2.6% | +4.7% | -2.1% | -0.9% |
| 3Y | -29.0% | +345.6% | -374.6% | -53.6% |
| 5Y | -42.0% | +588.3% | -630.3% | -66.5% |
| 10Y | +6.4% | +1,516.2% | -1,509.7% | -49.1% |
| All | +6.4% | +1,599.0% | -1,592.6% | -49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling