+393.6%
COHR vs HYG
+18.4%
+375.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | -0.7% | +9.0% | +11.0% |
| 30D | -14.1% | -0.7% | -13.4% | -12.1% |
| 3M | -16.0% | -0.2% | -15.8% | -15.0% |
| 6M | +21.5% | +1.4% | +20.0% | +17.7% |
| YTD | +65.4% | +1.5% | +64.0% | +61.0% |
| 1Y | +195.0% | +2.9% | +192.1% | +176.4% |
| 3Y | +830.2% | +25.6% | +804.5% | +439.9% |
| All | +393.6% | +18.4% | +375.2% | +305.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling