+830.2%
COHR vs HBM
+458.1%
+372.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.4% |
| 7D | +8.3% | -3.3% | +11.6% | +10.3% |
| 30D | -14.1% | -4.8% | -9.3% | -11.9% |
| 3M | -16.0% | -0.4% | -15.6% | -15.8% |
| 6M | +21.5% | +17.9% | +3.6% | +11.0% |
| YTD | +65.4% | +33.7% | +31.7% | +38.7% |
| 1Y | +195.0% | +95.6% | +99.4% | +103.1% |
| 3Y | +830.2% | +458.1% | +372.0% | +280.6% |
| All | +830.2% | +458.1% | +372.0% | +280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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