+231.1%
HOOD vs CMCSA
-47.8%
+278.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.6% | +4.9% | +1.3% |
| 7D | +7.7% | -8.3% | +16.0% | +12.0% |
| 30D | +22.0% | -2.4% | +24.4% | +23.0% |
| 3M | +37.6% | +4.5% | +33.1% | +33.1% |
| 6M | +45.3% | -18.8% | +64.0% | +57.8% |
| YTD | +1.9% | -8.9% | +10.9% | +3.1% |
| 1Y | -2.7% | -18.3% | +15.6% | +4.6% |
| 3Y | +973.4% | -35.0% | +1,008.3% | +1,198.8% |
| 5Y | +179.3% | -48.2% | +227.4% | +224.5% |
| All | +231.1% | -47.8% | +278.9% | +436.5% |
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