+373.8%
COHR vs HAS
+12.2%
+361.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -4.1% |
| 7D | +10.9% | -3.1% | +13.9% | +12.5% |
| 30D | -10.8% | -6.4% | -4.4% | -8.1% |
| 3M | -17.4% | +10.4% | -27.7% | -22.7% |
| 6M | +12.5% | -3.7% | +16.2% | +11.6% |
| YTD | +58.8% | +12.5% | +46.4% | +42.4% |
| 1Y | +183.3% | +19.8% | +163.4% | +144.3% |
| 3Y | +783.0% | +46.0% | +737.1% | +564.2% |
| All | +373.8% | +12.2% | +361.7% | +353.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling