-46.6%
COIN vs HLT
+146.4%
-193.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.1% | -1.6% | -3.5% | -3.5% |
| 30D | +17.6% | -5.0% | +22.6% | +23.4% |
| 3M | +9.2% | -10.4% | +19.6% | +21.2% |
| 6M | -11.8% | +3.2% | -15.0% | -16.9% |
| YTD | -22.5% | +6.7% | -29.2% | -30.6% |
| 1Y | -45.9% | +10.3% | -56.2% | -53.9% |
| 3Y | +117.4% | +99.3% | +18.1% | 0.0% |
| 5Y | -29.4% | +143.7% | -173.1% | -69.1% |
| All | -46.6% | +146.4% | -193.0% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling