+2,236.9%
CMCSA vs THC
+508.9%
+1,728.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -2.1% | -0.7% | -1.5% | -2.0% |
| 30D | +7.0% | +1.3% | +5.8% | +6.8% |
| 3M | +15.1% | +64.2% | -49.2% | +7.0% |
| 6M | -15.4% | +8.3% | -23.6% | -16.7% |
| YTD | -1.9% | +33.4% | -35.3% | -6.5% |
| 1Y | -12.7% | +37.7% | -50.4% | -17.5% |
| 3Y | -31.0% | +236.8% | -267.8% | -43.8% |
| 5Y | -46.1% | +249.3% | -295.4% | -57.6% |
| 10Y | +10.8% | +995.2% | -984.4% | -34.6% |
| All | +2,236.9% | +508.9% | +1,728.0% | +939.6% |
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