-50.7%
COIN vs HPE
+113.0%
-163.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.7% | +9.8% | +5.3% |
| 7D | -6.7% | -17.0% | +10.3% | -3.2% |
| 30D | -19.5% | -26.7% | +7.2% | -14.9% |
| 3M | +0.5% | -4.1% | +4.7% | -0.7% |
| 6M | -25.4% | +75.4% | -100.8% | -44.2% |
| YTD | -33.0% | +111.0% | -144.0% | -54.4% |
| 1Y | -50.7% | +116.4% | -167.1% | -67.3% |
| All | -50.7% | +113.0% | -163.8% | -67.3% |
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