+1,298.9%
COHR vs DHR
+209.4%
+1,089.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | +8.3% | -3.6% | +12.0% | +10.7% |
| 30D | -14.1% | -2.7% | -11.4% | -13.0% |
| 3M | -16.0% | +10.9% | -26.9% | -23.7% |
| 6M | +21.5% | +3.0% | +18.4% | +13.9% |
| YTD | +65.4% | -12.2% | +77.7% | +72.3% |
| 1Y | +195.0% | +3.3% | +191.7% | +171.1% |
| 3Y | +830.2% | -8.2% | +838.4% | +797.3% |
| 5Y | +397.1% | -29.9% | +427.0% | +472.6% |
| All | +1,298.9% | +209.4% | +1,089.4% | +356.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling