-15.6%
CMCSA vs USHY
+3.5%
-19.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.9% | -0.7% | -4.2% | -4.1% |
| 30D | -1.1% | -0.7% | -0.4% | -0.2% |
| 3M | +6.6% | +0.1% | +6.5% | +6.6% |
| 6M | -15.5% | +1.8% | -17.2% | -16.5% |
| YTD | -6.7% | +1.8% | -8.4% | -8.1% |
| 1Y | -15.6% | +3.3% | -18.9% | -19.3% |
| All | -15.6% | +3.5% | -19.1% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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