+2,911.5%
COHR vs HBM
+589.9%
+2,321.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.3% |
| 7D | +8.3% | -3.3% | +11.6% | +9.4% |
| 30D | -14.1% | -4.8% | -9.3% | -12.9% |
| 3M | -16.0% | -0.4% | -15.6% | -15.5% |
| 6M | +21.5% | +17.9% | +3.6% | +16.6% |
| YTD | +65.4% | +33.7% | +31.7% | +52.5% |
| 1Y | +195.0% | +95.6% | +99.4% | +145.8% |
| 3Y | +830.2% | +458.1% | +372.0% | +485.4% |
| 5Y | +397.1% | +329.0% | +68.1% | +217.5% |
| 10Y | +1,317.7% | +588.2% | +729.5% | +612.7% |
| All | +2,911.5% | +589.9% | +2,321.7% | +1,172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling