+688.3%
COHR vs HUT
+435.6%
+252.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +1.0% |
| 7D | +13.0% | +18.9% | -5.9% | +10.2% |
| 30D | -6.7% | +12.0% | -18.6% | -8.1% |
| 3M | -14.7% | -14.9% | +0.1% | -13.2% |
| 6M | +20.3% | +96.8% | -76.5% | +9.3% |
| YTD | +64.4% | +108.8% | -44.4% | +47.2% |
| 1Y | +205.9% | +227.4% | -21.5% | +155.8% |
| 3Y | +814.1% | +760.3% | +53.8% | +538.8% |
| 5Y | +387.4% | +86.1% | +301.3% | +253.0% |
| All | +688.3% | +435.6% | +252.7% | +294.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling