+393.6%
COHR vs HUT
+107.4%
+286.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.8% | -4.7% | +2.2% |
| 7D | +8.3% | +5.4% | +2.9% | +7.1% |
| 30D | -14.1% | +8.6% | -22.8% | -15.8% |
| 3M | -16.0% | -15.2% | -0.8% | -13.6% |
| 6M | +21.5% | +92.9% | -71.4% | +4.5% |
| YTD | +65.4% | +114.6% | -49.2% | +37.5% |
| 1Y | +195.0% | +208.5% | -13.5% | +123.2% |
| 3Y | +830.2% | +821.5% | +8.7% | +409.7% |
| All | +393.6% | +107.4% | +286.2% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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