-46.6%
COIN vs BHP
+93.7%
-140.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.9% |
| 7D | -5.1% | -3.6% | -1.5% | -2.7% |
| 30D | +17.6% | -1.2% | +18.8% | +18.7% |
| 3M | +9.2% | +1.2% | +8.0% | +8.3% |
| 6M | -11.8% | +21.4% | -33.2% | -23.8% |
| YTD | -22.5% | +50.4% | -72.9% | -43.0% |
| 1Y | -45.9% | +67.5% | -113.4% | -63.3% |
| 3Y | +117.4% | +72.8% | +44.6% | +40.4% |
| 5Y | -29.4% | +112.6% | -142.0% | -60.5% |
| All | -46.6% | +93.7% | -140.3% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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