+393.6%
COHR vs DHR
-30.1%
+423.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +8.3% | -3.6% | +12.0% | +10.1% |
| 30D | -14.1% | -2.7% | -11.4% | -13.2% |
| 3M | -16.0% | +10.9% | -26.9% | -22.3% |
| 6M | +21.5% | +3.0% | +18.4% | +15.6% |
| YTD | +65.4% | -12.2% | +77.7% | +72.8% |
| 1Y | +195.0% | +3.3% | +191.7% | +176.0% |
| 3Y | +830.2% | -8.2% | +838.4% | +801.6% |
| All | +393.6% | -30.1% | +423.7% | +409.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling