+6.0%
CMCSA vs XHB
+210.4%
-204.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +3.4% |
| 7D | -5.6% | -5.2% | -0.3% | -3.4% |
| 30D | -1.9% | -12.1% | +10.3% | +3.7% |
| 3M | +6.4% | -6.2% | +12.7% | +8.9% |
| 6M | -16.9% | -6.7% | -10.2% | -15.3% |
| YTD | -6.8% | -5.5% | -1.3% | -5.8% |
| 1Y | -15.9% | -15.6% | -0.3% | -10.7% |
| 3Y | -33.4% | +22.0% | -55.4% | -42.6% |
| 5Y | -46.7% | +31.8% | -78.5% | -56.9% |
| All | +6.0% | +210.4% | -204.5% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling