+987.8%
COHR vs HWM
+1,301.3%
-313.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.4% |
| 7D | +10.9% | -12.5% | +23.4% | +17.3% |
| 30D | -10.8% | -19.0% | +8.2% | -2.4% |
| 3M | -17.4% | -8.6% | -8.8% | -14.6% |
| 6M | +12.5% | -10.2% | +22.6% | +16.2% |
| YTD | +58.8% | +11.3% | +47.5% | +48.4% |
| 1Y | +183.3% | +24.3% | +159.0% | +151.6% |
| 3Y | +783.0% | +382.3% | +400.8% | +340.4% |
| 5Y | +377.2% | +640.6% | -263.4% | +102.3% |
| All | +987.8% | +1,301.3% | -313.4% | +253.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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