+51.6%
COHR vs HST
+76.4%
-24.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.3% | -6.6% |
| 7D | -18.6% | +3.3% | -21.9% | -19.8% |
| 30D | -41.5% | +16.4% | -57.9% | -45.5% |
| 3M | -39.7% | +5.5% | -45.2% | -41.1% |
| 6M | -40.9% | +31.1% | -72.0% | -51.3% |
| YTD | +5.7% | +55.9% | -50.2% | -26.2% |
| 1Y | +51.6% | +75.6% | -24.0% | -12.8% |
| All | +51.6% | +76.4% | -24.8% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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