+830.2%
COHR vs FHN
+129.5%
+700.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.5% |
| 7D | +8.3% | -1.2% | +9.5% | +9.2% |
| 30D | -14.1% | -4.8% | -9.3% | -11.2% |
| 3M | -16.0% | -0.7% | -15.3% | -15.9% |
| 6M | +21.5% | +10.6% | +10.8% | +12.2% |
| YTD | +65.4% | +4.6% | +60.8% | +58.9% |
| 1Y | +195.0% | +11.4% | +183.7% | +168.9% |
| 3Y | +830.2% | +132.3% | +697.9% | +440.8% |
| All | +830.2% | +129.5% | +700.6% | +440.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 3y: compounded portfolio wealth divided by compounded FHN 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…
3y analysis · Full analysis span regression · 6 months rolling