-46.6%
COIN vs HALO
+139.7%
-186.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -5.1% | -2.7% | -2.4% | -4.3% |
| 30D | +17.6% | +5.3% | +12.3% | +15.9% |
| 3M | +9.2% | +51.6% | -42.3% | -3.6% |
| 6M | -11.8% | +61.3% | -73.0% | -23.8% |
| YTD | -22.5% | +59.3% | -81.8% | -32.8% |
| 1Y | -45.9% | +38.3% | -84.2% | -51.3% |
| 3Y | +117.4% | +185.9% | -68.5% | +31.4% |
| 5Y | -29.4% | +159.9% | -189.4% | -58.3% |
| All | -46.6% | +139.7% | -186.3% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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