-50.7%
COIN vs HCA
+11.2%
-61.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.3% | -6.2% | +3.7% |
| 7D | -6.7% | +10.2% | -16.9% | -7.1% |
| 30D | -19.5% | +17.4% | -36.9% | -19.9% |
| 3M | +0.5% | +27.7% | -27.2% | -0.1% |
| 6M | -25.4% | +20.0% | -45.4% | -25.6% |
| YTD | -33.0% | +10.0% | -43.0% | -33.7% |
| 1Y | -50.7% | +9.0% | -59.7% | -50.9% |
| All | -50.7% | +11.2% | -61.9% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling