+1,298.9%
COHR vs HUM
+152.7%
+1,146.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.8% |
| 7D | +8.3% | +2.1% | +6.3% | +8.0% |
| 30D | -14.1% | +5.4% | -19.5% | -14.9% |
| 3M | -16.0% | +11.4% | -27.4% | -17.3% |
| 6M | +21.5% | +141.5% | -120.0% | +6.1% |
| YTD | +65.4% | +61.2% | +4.3% | +52.2% |
| 1Y | +195.0% | +49.2% | +145.9% | +173.5% |
| 3Y | +830.2% | -9.0% | +839.2% | +826.7% |
| 5Y | +397.1% | +7.2% | +389.9% | +344.2% |
| All | +1,298.9% | +152.7% | +1,146.2% | +914.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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