-27.8%
COIN vs HL
+235.2%
-263.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | -5.1% | -4.4% | -0.7% | -3.6% |
| 30D | +17.6% | +9.3% | +8.3% | +13.7% |
| 3M | +9.2% | +32.0% | -22.7% | -1.6% |
| 6M | -11.8% | -6.4% | -5.3% | -11.1% |
| YTD | -22.5% | +3.1% | -25.6% | -26.6% |
| 1Y | -45.9% | +77.6% | -123.5% | -59.5% |
| 3Y | +117.4% | +392.8% | -275.4% | -5.8% |
| All | -27.8% | +235.2% | -263.0% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling