-1.6%
CMCSA vs USHY
+50.7%
-52.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +3.8% | 0.0% | +3.8% | +3.9% |
| 3M | +12.3% | +1.2% | +11.2% | +10.5% |
| 6M | -15.4% | +2.6% | -18.0% | -18.6% |
| YTD | -2.5% | +2.4% | -4.9% | -6.0% |
| 1Y | -13.4% | +4.2% | -17.6% | -18.6% |
| 3Y | -30.4% | +28.0% | -58.4% | -51.6% |
| 5Y | -45.0% | +21.8% | -66.8% | -58.3% |
| All | -1.6% | +50.7% | -52.3% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling