+1.1%
CMCSA vs THC
+43.7%
-42.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.5% |
| 7D | +3.2% | +1.0% | +2.2% | +3.1% |
| 30D | +19.5% | +5.3% | +14.2% | +18.9% |
| 3M | -2.4% | +7.1% | -9.5% | -3.0% |
| 6M | +3.8% | +46.0% | -42.2% | +0.9% |
| YTD | -5.4% | +43.9% | -49.3% | -7.7% |
| 1Y | +1.1% | +45.4% | -44.3% | -0.9% |
| All | +1.1% | +43.7% | -42.6% | -0.9% |
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