+1,685.3%
COHR vs HYG
+151.7%
+1,533.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | -0.7% | +9.0% | +9.6% |
| 30D | -14.1% | -0.7% | -13.4% | -13.1% |
| 3M | -16.0% | -0.2% | -15.8% | -15.5% |
| 6M | +21.5% | +1.4% | +20.0% | +19.8% |
| YTD | +65.4% | +1.5% | +64.0% | +63.5% |
| 1Y | +195.0% | +2.9% | +192.1% | +186.2% |
| 3Y | +830.2% | +25.6% | +804.5% | +594.4% |
| 5Y | +397.1% | +18.6% | +378.5% | +315.1% |
| 10Y | +1,317.7% | +55.7% | +1,261.9% | +794.9% |
| All | +1,685.3% | +151.7% | +1,533.5% | +577.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling