+1,298.9%
COHR vs HPQ
+259.7%
+1,039.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.4% | -4.2% | -0.1% |
| 7D | +8.3% | +9.8% | -1.4% | +2.9% |
| 30D | -14.1% | +22.4% | -36.5% | -23.6% |
| 3M | -16.0% | +45.2% | -61.2% | -32.7% |
| 6M | +21.5% | +96.4% | -75.0% | -20.8% |
| YTD | +65.4% | +65.4% | +0.1% | +17.5% |
| 1Y | +195.0% | +31.6% | +163.4% | +137.3% |
| 3Y | +830.2% | +37.0% | +793.1% | +615.2% |
| 5Y | +397.1% | +53.0% | +344.1% | +255.7% |
| All | +1,298.9% | +259.7% | +1,039.1% | +505.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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