+65,045.6%
COHR vs HUBB
+152,391.5%
-87,345.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +4.1% |
| 7D | +8.3% | -0.1% | +8.4% | +8.3% |
| 30D | -14.1% | -10.0% | -4.2% | -14.0% |
| 3M | -16.0% | -1.6% | -14.4% | -15.9% |
| 6M | +21.5% | -3.1% | +24.6% | +21.6% |
| YTD | +65.4% | +4.6% | +60.9% | +65.5% |
| 1Y | +195.0% | +3.3% | +191.7% | +195.3% |
| 3Y | +830.2% | +46.6% | +783.6% | +828.1% |
| 5Y | +397.1% | +158.7% | +238.4% | +393.0% |
| 10Y | +1,317.7% | +443.5% | +874.2% | +1,297.7% |
| All | +65,045.6% | +152,391.5% | -87,345.9% | +136,744.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling