-27.8%
COIN vs HCA
+71.9%
-99.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.2% |
| 7D | -5.1% | +5.4% | -10.5% | -7.0% |
| 30D | +17.6% | +3.0% | +14.6% | +16.3% |
| 3M | +9.2% | +13.0% | -3.8% | +3.9% |
| 6M | -11.8% | -20.3% | +8.5% | -4.4% |
| YTD | -22.5% | -8.2% | -14.3% | -21.4% |
| 1Y | -45.9% | +6.7% | -52.6% | -49.0% |
| 3Y | +117.4% | +60.4% | +57.0% | +50.8% |
| All | -27.8% | +71.9% | -99.8% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling