-40.1%
HOOD vs CMCSA
+2.1%
-42.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.3% |
| 7D | -5.1% | +4.6% | -9.6% | -4.7% |
| 30D | -25.4% | +19.8% | -45.2% | -24.4% |
| 3M | -14.0% | -0.3% | -13.7% | -13.4% |
| 6M | +5.6% | +0.3% | +5.3% | +7.2% |
| YTD | -28.1% | -6.9% | -21.2% | -26.5% |
| 1Y | -40.1% | +2.6% | -42.7% | -37.5% |
| All | -40.1% | +2.1% | -42.2% | -37.5% |
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 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