+288.3%
COHR vs HTZ
-89.5%
+377.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.3% | +5.3% | +6.4% |
| 7D | +1.0% | +7.5% | -6.5% | -0.1% |
| 30D | -14.1% | +47.4% | -61.6% | -18.9% |
| 3M | -33.2% | -54.9% | +21.7% | -28.0% |
| 6M | +2.5% | -47.0% | +49.6% | +7.5% |
| YTD | +52.7% | -55.3% | +108.0% | +63.1% |
| 1Y | +194.8% | -57.6% | +252.4% | +210.6% |
| 3Y | +650.8% | -86.6% | +737.4% | +832.7% |
| 5Y | +358.4% | -86.1% | +444.5% | +464.1% |
| All | +288.3% | -89.5% | +377.8% | +409.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling