+2.9%
HYG vs CMCSA
-15.7%
+18.6%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -4.9% | +4.2% | -0.6% |
| 30D | -0.7% | -1.1% | +0.3% | -0.7% |
| 3M | -0.2% | +6.6% | -6.8% | -0.3% |
| 6M | +1.4% | -15.5% | +16.9% | +1.6% |
| YTD | +1.5% | -6.7% | +8.1% | +1.3% |
| 1Y | +2.9% | -15.6% | +18.5% | +2.5% |
| All | +2.9% | -15.7% | +18.6% | +2.5% |
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