-27.8%
COIN vs FHN
+88.4%
-116.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.4% |
| 3M | +9.2% | -0.7% | +10.0% | +8.8% |
| 6M | -11.8% | +10.6% | -22.4% | -17.4% |
| YTD | -22.5% | +4.6% | -27.1% | -25.1% |
| 1Y | -45.9% | +11.4% | -57.3% | -49.6% |
| 3Y | +117.4% | +132.3% | -14.9% | +56.4% |
| All | -27.8% | +88.4% | -116.3% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling