+1,298.9%
COHR vs HIG
+313.7%
+985.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +8.3% | -1.5% | +9.8% | +8.8% |
| 30D | -14.1% | -0.4% | -13.8% | -14.3% |
| 3M | -16.0% | +6.7% | -22.7% | -18.8% |
| 6M | +21.5% | +2.0% | +19.5% | +18.6% |
| YTD | +65.4% | +0.3% | +65.2% | +62.1% |
| 1Y | +195.0% | +4.2% | +190.8% | +183.2% |
| 3Y | +830.2% | +102.2% | +727.9% | +570.4% |
| 5Y | +397.1% | +118.5% | +278.6% | +247.1% |
| All | +1,298.9% | +313.7% | +985.2% | +655.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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