+377.2%
COHR vs HTZ
-87.0%
+464.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.3% |
| 7D | +10.9% | -9.7% | +20.6% | +12.4% |
| 30D | -10.8% | -16.3% | +5.6% | -8.8% |
| 3M | -17.4% | -58.8% | +41.5% | -9.8% |
| 6M | +12.5% | -48.9% | +61.4% | +18.4% |
| YTD | +58.8% | -60.1% | +119.0% | +72.3% |
| 1Y | +183.3% | -65.0% | +248.2% | +206.9% |
| 3Y | +783.0% | -87.2% | +870.2% | +1,011.6% |
| 5Y | +377.2% | -87.1% | +464.4% | +570.5% |
| All | +377.2% | -87.0% | +464.2% | +570.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling