+339.3%
COHR vs HOOD
+196.2%
+143.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.4% |
| 7D | +8.3% | -7.8% | +16.2% | +10.8% |
| 30D | -14.1% | +18.6% | -32.7% | -19.4% |
| 3M | -16.0% | +22.1% | -38.1% | -22.1% |
| 6M | +21.5% | +43.1% | -21.6% | +5.8% |
| YTD | +65.4% | -0.5% | +65.9% | +58.4% |
| 1Y | +195.0% | -4.4% | +199.4% | +182.1% |
| 3Y | +830.2% | +938.5% | -108.3% | +357.5% |
| 5Y | +397.1% | +173.4% | +223.7% | +158.1% |
| All | +339.3% | +196.2% | +143.1% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HOOD.
Daily Out/Under-Performance
Portfolio return minus HOOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HOOD 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 HOOD 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