+1,783.8%
COHR vs HLT
+641.8%
+1,142.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | -1.6% | +9.9% | +9.2% |
| 30D | -14.1% | -5.0% | -9.1% | -11.9% |
| 3M | -16.0% | -10.4% | -5.6% | -11.0% |
| 6M | +21.5% | +3.2% | +18.2% | +18.3% |
| YTD | +65.4% | +6.7% | +58.7% | +57.1% |
| 1Y | +195.0% | +10.3% | +184.7% | +172.4% |
| 3Y | +830.2% | +99.3% | +730.8% | +536.0% |
| 5Y | +397.1% | +143.7% | +253.4% | +202.6% |
| 10Y | +1,317.7% | +584.7% | +732.9% | +469.2% |
| All | +1,783.8% | +641.8% | +1,142.0% | +640.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling