+133.6%
HOOD vs CMCSA
-46.6%
+180.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.4% |
| 7D | +3.8% | -0.6% | +4.4% | +4.0% |
| 30D | -26.4% | +18.8% | -45.2% | -32.1% |
| 3M | -14.3% | -1.1% | -13.2% | -14.4% |
| 6M | +3.9% | +2.5% | +1.4% | +1.1% |
| YTD | -28.1% | -6.7% | -21.3% | -28.3% |
| 1Y | -38.8% | 0.0% | -38.8% | -41.8% |
| 3Y | +888.5% | -28.9% | +917.3% | +1,031.8% |
| 5Y | +131.0% | -41.1% | +172.2% | +170.1% |
| All | +133.6% | -46.6% | +180.2% | +272.8% |
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