-45.0%
CMCSA vs HWM
+655.8%
-700.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.7% | +10.1% | +1.3% |
| 7D | +0.1% | -9.2% | +9.3% | +1.7% |
| 30D | +3.8% | -17.9% | +21.7% | +7.4% |
| 3M | +12.3% | -6.0% | +18.4% | +12.6% |
| 6M | -15.4% | -7.4% | -8.0% | -15.2% |
| YTD | -2.5% | +13.1% | -15.6% | -6.8% |
| 1Y | -13.4% | +29.3% | -42.7% | -20.1% |
| 3Y | -30.4% | +389.9% | -420.3% | -58.0% |
| 5Y | -45.0% | +655.5% | -700.6% | -72.5% |
| All | -45.0% | +655.8% | -700.8% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling