-46.6%
COIN vs FHN
+72.6%
-119.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | -5.1% | -1.2% | -3.9% | -4.5% |
| 30D | +17.6% | -4.8% | +22.4% | +20.2% |
| 3M | +9.2% | -0.7% | +10.0% | +8.9% |
| 6M | -11.8% | +10.6% | -22.4% | -17.0% |
| YTD | -22.5% | +4.6% | -27.1% | -24.9% |
| 1Y | -45.9% | +11.4% | -57.3% | -49.4% |
| 3Y | +117.4% | +132.3% | -14.9% | +60.8% |
| 5Y | -29.4% | +90.2% | -119.6% | -44.0% |
| All | -46.6% | +72.6% | -119.2% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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