+830.2%
COHR vs HUM
-9.4%
+839.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +4.1% |
| 7D | +8.3% | +2.1% | +6.3% | +8.3% |
| 30D | -14.1% | +5.4% | -19.5% | -14.2% |
| 3M | -16.0% | +11.4% | -27.4% | -16.0% |
| 6M | +21.5% | +141.5% | -120.0% | +24.1% |
| YTD | +65.4% | +61.2% | +4.3% | +67.1% |
| 1Y | +195.0% | +49.2% | +145.9% | +198.4% |
| 3Y | +830.2% | -9.0% | +839.2% | +769.1% |
| All | +830.2% | -9.4% | +839.5% | +769.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling