+18.8%
CMCSA vs HWM
+1,494.1%
-1,475.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.1% | -2.1% | 0.0% | -1.7% |
| 30D | +7.0% | -11.0% | +18.0% | +9.6% |
| 3M | +15.1% | +4.0% | +11.1% | +13.3% |
| 6M | -15.4% | -0.2% | -15.1% | -16.1% |
| YTD | -1.9% | +26.7% | -28.5% | -8.4% |
| 1Y | -12.7% | +44.7% | -57.4% | -21.3% |
| 3Y | -31.0% | +426.1% | -457.1% | -56.2% |
| 5Y | -46.1% | +738.5% | -784.6% | -70.0% |
| All | +18.8% | +1,494.1% | -1,475.2% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling