+830.2%
COHR vs PH
+137.8%
+692.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +2.2% |
| 7D | +8.3% | -1.3% | +9.6% | +10.0% |
| 30D | -14.1% | -11.0% | -3.2% | -1.8% |
| 3M | -16.0% | +5.5% | -21.5% | -20.3% |
| 6M | +21.5% | +1.5% | +20.0% | +19.6% |
| YTD | +65.4% | +8.8% | +56.7% | +50.6% |
| 1Y | +195.0% | +24.5% | +170.5% | +131.7% |
| 3Y | +830.2% | +141.2% | +689.0% | +324.1% |
| All | +830.2% | +137.8% | +692.4% | +324.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 3y: compounded portfolio wealth divided by compounded PH 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…
3y analysis · Full analysis span regression · 6 months rolling