-27.8%
COIN vs HLT
+142.1%
-169.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.1% | -1.6% | -3.5% | -3.4% |
| 30D | +17.6% | -5.0% | +22.6% | +23.9% |
| 3M | +9.2% | -10.4% | +19.6% | +22.2% |
| 6M | -11.8% | +3.2% | -15.0% | -17.4% |
| YTD | -22.5% | +6.7% | -29.2% | -31.4% |
| 1Y | -45.9% | +10.3% | -56.2% | -54.7% |
| 3Y | +117.4% | +99.3% | +18.1% | -9.2% |
| All | -27.8% | +142.1% | -169.9% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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