+133.6%
HOOD vs CMCSA
-46.7%
+180.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.8% |
| 7D | -5.1% | +4.6% | -9.6% | -7.0% |
| 30D | -25.4% | +19.8% | -45.2% | -31.5% |
| 3M | -14.0% | -0.3% | -13.7% | -14.5% |
| 6M | +5.6% | +0.3% | +5.3% | +3.8% |
| YTD | -28.1% | -6.9% | -21.2% | -28.3% |
| 1Y | -40.1% | +2.6% | -42.7% | -44.1% |
| 3Y | +888.2% | -29.0% | +917.2% | +1,032.2% |
| 5Y | +135.8% | -42.0% | +177.8% | +175.6% |
| All | +133.6% | -46.7% | +180.3% | +272.9% |
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