+393.6%
COHR vs PHM
+156.2%
+237.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.5% |
| 7D | +8.3% | -5.0% | +13.3% | +10.5% |
| 30D | -14.1% | -8.4% | -5.7% | -11.3% |
| 3M | -16.0% | -4.4% | -11.6% | -15.5% |
| 6M | +21.5% | -3.7% | +25.2% | +21.2% |
| YTD | +65.4% | +1.3% | +64.2% | +59.0% |
| 1Y | +195.0% | -14.0% | +209.0% | +204.7% |
| 3Y | +830.2% | +48.1% | +782.0% | +574.4% |
| All | +393.6% | +156.2% | +237.4% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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