+21.5%
COHR vs HUM
+138.6%
-117.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.5% |
| 7D | +8.3% | +2.1% | +6.3% | +7.7% |
| 30D | -14.1% | +5.4% | -19.5% | -15.6% |
| 3M | -16.0% | +11.4% | -27.4% | -16.8% |
| 6M | +21.5% | +141.5% | -120.0% | +10.3% |
| All | +21.5% | +138.6% | -117.2% | +10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling