-46.6%
COIN vs ALHC
-47.5%
+0.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | -5.1% | -6.9% | +1.8% | -3.5% |
| 30D | +17.6% | -6.7% | +24.3% | +19.2% |
| 3M | +9.2% | -37.7% | +46.9% | +20.8% |
| 6M | -11.8% | -30.0% | +18.2% | -7.7% |
| YTD | -22.5% | -36.2% | +13.7% | -17.1% |
| 1Y | -45.9% | -22.9% | -23.0% | -45.1% |
| 3Y | +117.4% | +138.4% | -21.0% | +32.9% |
| 5Y | -29.4% | -32.8% | +3.4% | -44.9% |
| All | -46.6% | -47.5% | +0.8% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling