+65,045.6%
COHR vs HL
+54.9%
+64,990.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.3% |
| 7D | +8.3% | -4.4% | +12.7% | +8.9% |
| 30D | -14.1% | +9.3% | -23.4% | -15.2% |
| 3M | -16.0% | +32.0% | -48.0% | -18.6% |
| 6M | +21.5% | -6.4% | +27.9% | +22.3% |
| YTD | +65.4% | +3.1% | +62.3% | +64.2% |
| 1Y | +195.0% | +77.6% | +117.5% | +176.5% |
| 3Y | +830.2% | +392.8% | +437.3% | +674.8% |
| 5Y | +397.1% | +234.1% | +163.0% | +320.9% |
| 10Y | +1,317.7% | +264.5% | +1,053.2% | +1,005.8% |
| All | +65,045.6% | +54.9% | +64,990.7% | +45,303.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling