+1,298.9%
COHR vs HAS
+61.8%
+1,237.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.6% | +3.5% |
| 7D | +8.3% | -1.1% | +9.4% | +8.7% |
| 30D | -14.1% | -2.8% | -11.3% | -13.3% |
| 3M | -16.0% | +10.1% | -26.1% | -20.4% |
| 6M | +21.5% | -1.4% | +22.8% | +19.6% |
| YTD | +65.4% | +14.2% | +51.3% | +51.2% |
| 1Y | +195.0% | +18.2% | +176.8% | +165.5% |
| 3Y | +830.2% | +48.6% | +781.6% | +638.6% |
| 5Y | +397.1% | +14.2% | +382.9% | +335.5% |
| All | +1,298.9% | +61.8% | +1,237.1% | +994.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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