-46.8%
COIN vs HD
+11.4%
-58.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -1.3% |
| 7D | -0.1% | -1.8% | +1.7% | +1.7% |
| 30D | +17.5% | -10.8% | +28.4% | +31.1% |
| 3M | +12.4% | -2.7% | +15.0% | +13.6% |
| 6M | -12.5% | -10.3% | -2.3% | -4.8% |
| YTD | -22.7% | -7.8% | -14.9% | -19.7% |
| 1Y | -45.2% | -23.1% | -22.1% | -30.8% |
| 3Y | +112.8% | +2.0% | +110.8% | +77.4% |
| 5Y | -31.9% | +6.2% | -38.1% | -46.8% |
| All | -46.8% | +11.4% | -58.1% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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