+31,139.8%
HD vs CMCSA
+2,324.1%
+28,815.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -2.1% | -2.1% | +0.1% | -1.4% |
| 30D | -8.4% | +7.0% | -15.4% | -10.5% |
| 3M | +4.3% | +15.1% | -10.7% | -0.6% |
| 6M | -11.1% | -15.4% | +4.2% | -7.0% |
| YTD | -4.7% | -1.9% | -2.8% | -5.1% |
| 1Y | -19.8% | -12.7% | -7.1% | -17.3% |
| 3Y | +4.1% | -31.0% | +35.1% | +14.0% |
| 5Y | +10.3% | -46.1% | +56.4% | +29.0% |
| 10Y | +203.2% | +10.8% | +192.3% | +177.8% |
| All | +31,139.8% | +2,324.1% | +28,815.7% | +9,083.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling