+64,301.1%
COHR vs HST
+1,331.9%
+62,969.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +7.0% | +7.1% |
| 7D | +11.0% | +2.0% | +9.0% | +10.3% |
| 30D | -20.4% | -5.2% | -15.1% | -19.0% |
| 3M | -24.9% | -6.2% | -18.7% | -23.6% |
| 6M | +28.1% | +20.4% | +7.6% | +20.6% |
| YTD | +63.6% | +30.6% | +32.9% | +50.0% |
| 1Y | +205.9% | +37.4% | +168.6% | +176.5% |
| 3Y | +809.3% | +66.1% | +743.2% | +689.4% |
| 5Y | +397.1% | +73.7% | +323.4% | +325.1% |
| 10Y | +1,238.1% | +99.8% | +1,138.3% | +956.6% |
| All | +64,301.1% | +1,331.9% | +62,969.2% | +29,894.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling