-45.5%
COIN vs ALHC
-43.9%
-1.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | +1.2% | -1.0% | +2.2% | +1.4% |
| 30D | +16.5% | -6.3% | +22.8% | +18.0% |
| 3M | +10.4% | -12.3% | +22.7% | +11.2% |
| 6M | -9.3% | -27.0% | +17.7% | -6.0% |
| YTD | -20.9% | -31.8% | +11.0% | -16.6% |
| 1Y | -40.8% | -17.0% | -23.8% | -41.0% |
| 3Y | +118.0% | +159.8% | -41.9% | +30.0% |
| 5Y | -30.7% | -25.1% | -5.6% | -47.0% |
| All | -45.5% | -43.9% | -1.6% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling