+830.2%
COHR vs HCA
+59.6%
+770.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +4.2% |
| 7D | +8.3% | +5.4% | +2.9% | +8.6% |
| 30D | -14.1% | +3.0% | -17.1% | -14.0% |
| 3M | -16.0% | +13.0% | -29.0% | -15.6% |
| 6M | +21.5% | -20.3% | +41.7% | +26.3% |
| YTD | +65.4% | -8.2% | +73.7% | +70.3% |
| 1Y | +195.0% | +6.7% | +188.3% | +199.3% |
| 3Y | +830.2% | +60.4% | +769.8% | +685.7% |
| All | +830.2% | +59.6% | +770.5% | +685.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling