+2,095.8%
CMCSA vs THC
+563.9%
+1,531.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.2% |
| 7D | +2.7% | +7.5% | -4.8% | +1.6% |
| 30D | +18.6% | +9.6% | +9.1% | +17.1% |
| 3M | -1.8% | +10.3% | -12.1% | -3.3% |
| 6M | -0.7% | +51.8% | -52.5% | -6.8% |
| YTD | -7.8% | +45.4% | -53.2% | -13.3% |
| 1Y | +0.7% | +40.8% | -40.1% | -5.1% |
| 3Y | -28.0% | +448.8% | -476.8% | -45.2% |
| 5Y | -42.1% | +263.4% | -305.5% | -54.7% |
| 10Y | +8.2% | +1,800.1% | -1,791.9% | -40.5% |
| All | +2,095.8% | +563.9% | +1,531.9% | +864.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling