+205.0%
HD vs CMCSA
+10.1%
+194.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -11.1% | +3.8% | -15.0% | -12.6% |
| 3M | +2.0% | +12.3% | -10.3% | -3.1% |
| 6M | -10.5% | -15.4% | +4.9% | -5.1% |
| YTD | -6.9% | -2.5% | -4.4% | -7.3% |
| 1Y | -23.2% | -13.4% | -9.8% | -19.8% |
| 3Y | +3.1% | -30.4% | +33.4% | +15.5% |
| 5Y | +7.4% | -45.0% | +52.4% | +31.3% |
| 10Y | +205.0% | +10.2% | +194.8% | +154.3% |
| All | +205.0% | +10.1% | +194.9% | +154.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling