+195.0%
COHR vs HYG
+3.1%
+192.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.4% |
| 7D | +8.3% | -0.7% | +9.0% | +14.5% |
| 30D | -14.1% | -0.7% | -13.4% | -9.4% |
| 3M | -16.0% | -0.2% | -15.8% | -14.1% |
| 6M | +21.5% | +1.4% | +20.0% | +12.7% |
| YTD | +65.4% | +1.5% | +64.0% | +55.5% |
| 1Y | +195.0% | +2.9% | +192.1% | +150.4% |
| All | +195.0% | +3.1% | +192.0% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 1y: compounded portfolio wealth divided by compounded HYG 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…
1y analysis · Full analysis span regression · 6 months rolling