-19.8%
HD vs CMCSA
-12.9%
-6.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -2.1% | -2.1% | +0.1% | -1.5% |
| 30D | -8.4% | +7.0% | -15.4% | -9.9% |
| 3M | +4.3% | +15.1% | -10.7% | +0.8% |
| 6M | -11.1% | -15.4% | +4.2% | -8.8% |
| YTD | -4.7% | -1.9% | -2.8% | -5.2% |
| 1Y | -19.8% | -12.7% | -7.1% | -19.3% |
| All | -19.8% | -12.9% | -6.9% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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