+51.6%
COHR vs HUBB
-4.0%
+55.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.5% | -3.5% | -2.5% |
| 7D | -18.6% | +0.2% | -18.8% | -18.6% |
| 30D | -41.5% | -8.8% | -32.7% | -33.3% |
| 3M | -39.7% | -12.5% | -27.3% | -26.3% |
| 6M | -40.9% | -14.5% | -26.3% | -24.5% |
| YTD | +5.7% | -0.4% | +6.1% | +7.7% |
| 1Y | +51.6% | -3.4% | +55.0% | +63.7% |
| All | +51.6% | -4.0% | +55.6% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling