+194.8%
COHR vs HST
+38.1%
+156.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.3% | +6.5% |
| 7D | +1.0% | -1.0% | +2.0% | +1.5% |
| 30D | -14.1% | -12.3% | -1.9% | -8.6% |
| 3M | -33.2% | -6.4% | -26.8% | -32.3% |
| 6M | +2.5% | +15.0% | -12.5% | -10.1% |
| YTD | +52.7% | +30.5% | +22.2% | +21.1% |
| 1Y | +194.8% | +35.7% | +159.1% | +98.2% |
| All | +194.8% | +38.1% | +156.7% | +98.2% |
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