+1,298.9%
COHR vs HBAN
+163.4%
+1,135.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.7% |
| 7D | +8.3% | -1.0% | +9.3% | +8.9% |
| 30D | -14.1% | -5.6% | -8.5% | -11.4% |
| 3M | -16.0% | -1.1% | -14.9% | -15.6% |
| 6M | +21.5% | +9.9% | +11.6% | +15.1% |
| YTD | +65.4% | -0.9% | +66.4% | +64.6% |
| 1Y | +195.0% | -1.4% | +196.4% | +193.0% |
| 3Y | +830.2% | +78.2% | +751.9% | +589.9% |
| 5Y | +397.1% | +37.0% | +360.1% | +308.9% |
| All | +1,298.9% | +163.4% | +1,135.4% | +752.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBAN.
Daily Out/Under-Performance
Portfolio return minus HBAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBAN 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 HBAN 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