+51.6%
COHR vs DHR
+11.6%
+40.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.1% | -8.1% | -5.3% |
| 7D | -18.6% | +0.4% | -18.9% | -18.5% |
| 30D | -41.5% | +6.2% | -47.7% | -40.1% |
| 3M | -39.7% | +20.8% | -60.6% | -35.0% |
| 6M | -40.9% | +35.5% | -76.4% | -35.4% |
| YTD | +5.7% | +3.2% | +2.5% | +18.9% |
| 1Y | +51.6% | +10.7% | +40.9% | +93.9% |
| All | +51.6% | +11.6% | +40.0% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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