+393.6%
COHR vs HST
+74.5%
+319.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +3.8% |
| 7D | +8.3% | +0.9% | +7.5% | +7.7% |
| 30D | -14.1% | -2.5% | -11.7% | -12.8% |
| 3M | -16.0% | -5.1% | -10.9% | -13.7% |
| 6M | +21.5% | +21.6% | -0.2% | +3.1% |
| YTD | +65.4% | +31.6% | +33.8% | +31.3% |
| 1Y | +195.0% | +36.1% | +158.9% | +127.6% |
| 3Y | +830.2% | +66.5% | +763.7% | +528.3% |
| All | +393.6% | +74.5% | +319.1% | +218.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling