-47.5%
COIN vs HBM
+247.1%
-294.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.5% | +6.1% | +1.8% |
| 7D | -10.6% | -3.7% | -6.9% | -9.4% |
| 30D | +16.0% | -3.7% | +19.6% | +17.7% |
| 3M | +11.9% | +8.0% | +3.9% | +7.3% |
| 6M | -12.3% | +15.8% | -28.1% | -19.9% |
| YTD | -23.8% | +34.4% | -58.2% | -35.9% |
| 1Y | -45.4% | +98.2% | -143.5% | -61.2% |
| 3Y | +109.9% | +476.6% | -366.7% | -11.0% |
| 5Y | -30.6% | +331.1% | -361.7% | -67.2% |
| All | -47.5% | +247.1% | -294.6% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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