+1,298.9%
COHR vs HUBS
+323.9%
+975.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.9% |
| 7D | +8.3% | -9.0% | +17.3% | +11.0% |
| 30D | -14.1% | +7.2% | -21.4% | -17.3% |
| 3M | -16.0% | +20.9% | -36.9% | -25.3% |
| 6M | +21.5% | -13.0% | +34.5% | +14.1% |
| YTD | +65.4% | -43.8% | +109.3% | +78.0% |
| 1Y | +195.0% | -54.6% | +249.7% | +236.5% |
| 3Y | +830.2% | -58.5% | +888.6% | +980.8% |
| 5Y | +397.1% | -66.4% | +463.5% | +463.0% |
| All | +1,298.9% | +323.9% | +975.0% | +405.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 10y: compounded portfolio wealth divided by compounded HUBS 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…
10y analysis · Full analysis span regression · 6 months rolling