+257.9%
HD vs CMCSA
+10.7%
+247.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +3.6% | +2.7% | +0.9% | +2.5% |
| 30D | +21.6% | +18.6% | +2.9% | +13.5% |
| 3M | +0.1% | -1.8% | +2.0% | +0.6% |
| 6M | +13.0% | -0.7% | +13.7% | +12.5% |
| YTD | +4.9% | -7.8% | +12.8% | +6.6% |
| 1Y | -2.1% | +0.7% | -2.8% | -4.4% |
| 3Y | +32.6% | -28.0% | +60.5% | +45.7% |
| 5Y | +8.2% | -42.1% | +50.3% | +28.6% |
| 10Y | +257.9% | +8.2% | +249.8% | +207.2% |
| All | +257.9% | +10.7% | +247.2% | +207.2% |
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