+393.6%
COHR vs HD
+4.6%
+388.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.6% |
| 7D | +8.3% | -3.8% | +12.2% | +10.8% |
| 30D | -14.1% | -9.4% | -4.7% | -9.1% |
| 3M | -16.0% | -4.6% | -11.4% | -14.7% |
| 6M | +21.5% | -10.1% | +31.6% | +27.5% |
| YTD | +65.4% | -8.3% | +73.8% | +69.3% |
| 1Y | +195.0% | -25.0% | +220.0% | +247.4% |
| 3Y | +830.2% | +1.5% | +828.6% | +756.5% |
| All | +393.6% | +4.6% | +388.9% | +313.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 5y: compounded portfolio wealth divided by compounded HD 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…
5y analysis · Full analysis span regression · 6 months rolling