+793.0%
COHR vs HST
+66.0%
+727.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.8% |
| 7D | +10.9% | +0.7% | +10.2% | +10.2% |
| 30D | -10.8% | -0.7% | -10.1% | -10.5% |
| 3M | -17.4% | -4.0% | -13.3% | -15.8% |
| 6M | +12.5% | +20.7% | -8.2% | -8.9% |
| YTD | +58.8% | +31.0% | +27.8% | +16.9% |
| 1Y | +183.3% | +36.2% | +147.1% | +99.0% |
| All | +793.0% | +66.0% | +727.0% | +413.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling