+588.5%
COHR vs USHY
+49.7%
+538.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.1% |
| 7D | +8.3% | -0.7% | +9.0% | +10.5% |
| 30D | -14.1% | -0.7% | -13.5% | -12.5% |
| 3M | -16.0% | +0.1% | -16.1% | -15.7% |
| 6M | +21.5% | +1.8% | +19.7% | +17.2% |
| YTD | +65.4% | +1.8% | +63.7% | +60.4% |
| 1Y | +195.0% | +3.3% | +191.7% | +176.5% |
| 3Y | +830.2% | +27.0% | +803.2% | +449.1% |
| 5Y | +397.1% | +21.0% | +376.1% | +242.8% |
| All | +588.5% | +49.7% | +538.8% | +238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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