-27.8%
COIN vs DHR
-30.1%
+2.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.9% |
| 7D | -5.1% | -3.6% | -1.5% | -2.6% |
| 30D | +17.6% | -2.7% | +20.3% | +20.4% |
| 3M | +9.2% | +10.9% | -1.7% | -0.6% |
| 6M | -11.8% | +3.0% | -14.8% | -15.7% |
| YTD | -22.5% | -12.2% | -10.3% | -16.5% |
| 1Y | -45.9% | +3.3% | -49.2% | -49.7% |
| 3Y | +117.4% | -8.2% | +125.6% | +104.5% |
| All | -27.8% | -30.1% | +2.3% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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