+117.4%
COIN vs FHN
+129.5%
-12.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.2% |
| 7D | -5.1% | -1.2% | -3.9% | -4.1% |
| 30D | +17.6% | -4.8% | +22.4% | +22.1% |
| 3M | +9.2% | -0.7% | +10.0% | +8.3% |
| 6M | -11.8% | +10.6% | -22.4% | -21.4% |
| YTD | -22.5% | +4.6% | -27.1% | -27.3% |
| 1Y | -45.9% | +11.4% | -57.3% | -52.7% |
| 3Y | +117.4% | +132.3% | -14.9% | +24.0% |
| All | +117.4% | +129.5% | -12.1% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling