+1,711.2%
COHR vs HPE
+670.9%
+1,040.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.4% | -8.3% | -3.7% |
| 7D | +8.3% | +19.4% | -11.1% | -3.8% |
| 30D | -14.1% | +5.6% | -19.7% | -17.8% |
| 3M | -16.0% | +33.1% | -49.1% | -30.1% |
| 6M | +21.5% | +192.5% | -171.0% | -39.0% |
| YTD | +65.4% | +160.9% | -95.5% | -11.5% |
| 1Y | +195.0% | +155.0% | +40.1% | +59.6% |
| 3Y | +830.2% | +289.4% | +540.8% | +289.4% |
| 5Y | +397.1% | +395.7% | +1.4% | +84.9% |
| 10Y | +1,317.7% | +574.8% | +742.9% | +365.9% |
| All | +1,711.2% | +670.9% | +1,040.3% | +478.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling