+250.7%
HOOD vs CMCSA
-43.8%
+294.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | +17.1% | -2.1% | +19.2% | +18.2% |
| 30D | +31.6% | +7.0% | +24.6% | +27.3% |
| 3M | +38.2% | +15.1% | +23.2% | +27.7% |
| 6M | +48.5% | -15.4% | +63.9% | +58.9% |
| YTD | +8.0% | -1.9% | +9.9% | +5.6% |
| 1Y | +18.7% | -12.7% | +31.4% | +24.0% |
| 3Y | +999.1% | -31.0% | +1,030.1% | +1,199.2% |
| 5Y | +181.7% | -46.1% | +227.8% | +180.8% |
| All | +250.7% | -43.8% | +294.5% | +449.6% |
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