+26.1%
COHR vs HLT
+42.8%
-16.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -1.8% | -11.2% | -12.8% |
| 7D | -28.4% | +3.6% | -32.0% | -28.5% |
| 30D | -49.8% | +14.6% | -64.4% | -50.4% |
| 3M | -48.3% | +13.9% | -62.2% | -48.8% |
| 6M | -49.4% | +18.3% | -67.7% | -50.8% |
| YTD | -8.0% | +28.9% | -36.9% | -12.8% |
| 1Y | +26.1% | +40.0% | -14.0% | +18.6% |
| All | +26.1% | +42.8% | -16.7% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling