+372.8%
CMCSA vs XHB
+167.3%
+205.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.5% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +3.8% | -9.1% | +12.9% | +8.3% |
| 3M | +12.3% | -2.3% | +14.6% | +12.8% |
| 6M | -15.4% | -4.1% | -11.3% | -14.7% |
| YTD | -2.5% | -1.7% | -0.8% | -3.1% |
| 1Y | -13.4% | -15.1% | +1.7% | -8.1% |
| 3Y | -30.4% | +26.8% | -57.2% | -40.7% |
| 5Y | -45.0% | +37.3% | -82.4% | -55.9% |
| 10Y | +10.2% | +205.7% | -195.5% | -42.0% |
| All | +372.8% | +167.3% | +205.5% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling