-39.8%
COIN vs HPE
+122.1%
-161.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.5% | +0.3% | -2.9% |
| 7D | +3.4% | -0.6% | +4.0% | +3.7% |
| 30D | +23.2% | -2.3% | +25.5% | +23.8% |
| 3M | +12.5% | -2.9% | +15.4% | +13.2% |
| 6M | -11.6% | +143.6% | -155.2% | -46.4% |
| YTD | -18.4% | +118.5% | -136.9% | -45.9% |
| 1Y | -39.8% | +129.2% | -169.0% | -61.0% |
| All | -39.8% | +122.1% | -161.9% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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