-39.8%
COIN vs HL
+134.7%
-174.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -3.4% |
| 7D | +3.4% | +1.5% | +1.9% | +2.8% |
| 30D | +23.2% | +25.1% | -1.9% | +15.1% |
| 3M | +12.5% | +22.9% | -10.4% | +5.0% |
| 6M | -11.6% | -4.9% | -6.7% | -13.6% |
| YTD | -18.4% | +7.8% | -26.2% | -21.9% |
| 1Y | -39.8% | +133.9% | -173.7% | -40.3% |
| All | -39.8% | +134.7% | -174.5% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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