+393.6%
COHR vs HUBS
-66.4%
+460.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.0% |
| 7D | +8.3% | -9.0% | +17.3% | +10.0% |
| 30D | -14.1% | +7.2% | -21.4% | -16.1% |
| 3M | -16.0% | +20.9% | -36.9% | -22.5% |
| 6M | +21.5% | -13.0% | +34.5% | +17.3% |
| YTD | +65.4% | -43.8% | +109.3% | +80.9% |
| 1Y | +195.0% | -54.6% | +249.7% | +240.4% |
| 3Y | +830.2% | -58.5% | +888.6% | +997.0% |
| All | +393.6% | -66.4% | +460.0% | +424.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling