+1,298.9%
COHR vs HCA
+511.6%
+787.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.7% |
| 7D | +8.3% | +5.4% | +2.9% | +6.5% |
| 30D | -14.1% | +3.0% | -17.1% | -15.1% |
| 3M | -16.0% | +13.0% | -29.0% | -20.5% |
| 6M | +21.5% | -20.3% | +41.7% | +29.4% |
| YTD | +65.4% | -8.2% | +73.7% | +67.1% |
| 1Y | +195.0% | +6.7% | +188.3% | +180.0% |
| 3Y | +830.2% | +60.4% | +769.8% | +622.4% |
| 5Y | +397.1% | +73.4% | +323.7% | +266.2% |
| All | +1,298.9% | +511.6% | +787.3% | +566.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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