+51.6%
COHR vs GEHC
+15.6%
+36.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.4% | -12.4% | -3.7% |
| 7D | -18.6% | +13.2% | -31.7% | -14.7% |
| 30D | -41.5% | +30.6% | -72.1% | -35.6% |
| 3M | -39.7% | +22.2% | -61.9% | -34.7% |
| 6M | -40.9% | +40.8% | -81.7% | -34.5% |
| YTD | +5.7% | +4.8% | +0.9% | +14.1% |
| 1Y | +51.6% | +15.7% | +35.9% | +65.7% |
| All | +51.6% | +15.6% | +36.0% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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