+544.7%
COHR vs HTZ
-82.4%
+627.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.4% | -5.7% |
| 7D | +13.1% | -8.5% | +21.7% | +14.3% |
| 30D | -17.2% | -18.9% | +1.8% | -15.5% |
| 3M | -33.3% | -36.0% | +2.7% | -30.4% |
| 6M | -46.0% | -74.6% | +28.6% | -40.1% |
| YTD | +18.2% | -70.8% | +89.0% | +28.9% |
| 1Y | +55.9% | -75.3% | +131.1% | +72.0% |
| 3Y | +544.7% | -81.6% | +626.2% | +655.7% |
| All | +544.7% | -82.4% | +627.0% | +655.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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