-23.1%
HD vs CMCSA
-19.1%
-4.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.6% | +0.5% |
| 7D | -1.8% | -8.3% | +6.5% | +0.2% |
| 30D | -10.8% | -2.4% | -8.4% | -10.4% |
| 3M | -2.7% | +4.5% | -7.2% | -3.9% |
| 6M | -10.3% | -18.8% | +8.5% | -7.0% |
| YTD | -7.8% | -8.9% | +1.1% | -6.7% |
| 1Y | -23.1% | -18.3% | -4.8% | -22.6% |
| All | -23.1% | -19.1% | -4.1% | -22.6% |
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