+393.6%
COHR vs HL
+235.2%
+158.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.5% |
| 7D | +8.3% | -4.4% | +12.7% | +9.7% |
| 30D | -14.1% | +9.3% | -23.4% | -16.9% |
| 3M | -16.0% | +32.0% | -48.0% | -23.1% |
| 6M | +21.5% | -6.4% | +27.9% | +22.2% |
| YTD | +65.4% | +3.1% | +62.3% | +59.9% |
| 1Y | +195.0% | +77.6% | +117.5% | +148.2% |
| 3Y | +830.2% | +392.8% | +437.3% | +494.2% |
| All | +393.6% | +235.2% | +158.4% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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