-12.7%
CMCSA vs THC
+40.9%
-53.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -2.1% | -0.7% | -1.5% | -2.1% |
| 30D | +7.0% | +1.3% | +5.8% | +6.9% |
| 3M | +15.1% | +64.2% | -49.2% | +11.2% |
| 6M | -15.4% | +8.3% | -23.6% | -17.4% |
| YTD | -1.9% | +33.4% | -35.3% | -4.1% |
| 1Y | -12.7% | +37.7% | -50.4% | -14.7% |
| All | -12.7% | +40.9% | -53.6% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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