+194.8%
COHR vs HPE
+122.1%
+72.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.5% | +11.1% | +9.7% |
| 7D | +1.0% | -0.6% | +1.5% | +0.8% |
| 30D | -14.1% | -2.3% | -11.8% | -13.2% |
| 3M | -33.2% | -2.9% | -30.3% | -32.3% |
| 6M | +2.5% | +143.6% | -141.0% | -41.5% |
| YTD | +52.7% | +118.5% | -65.8% | -6.7% |
| 1Y | +194.8% | +129.2% | +65.6% | +63.8% |
| All | +194.8% | +122.1% | +72.7% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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