-46.6%
COIN vs HPE
+361.4%
-408.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.4% | -10.7% | -5.6% |
| 7D | -5.1% | +19.4% | -24.5% | -15.7% |
| 30D | +17.6% | +5.6% | +12.0% | +12.4% |
| 3M | +9.2% | +33.1% | -23.8% | -11.8% |
| 6M | -11.8% | +192.5% | -204.2% | -62.9% |
| YTD | -22.5% | +160.9% | -183.4% | -64.5% |
| 1Y | -45.9% | +155.0% | -200.9% | -74.9% |
| 3Y | +117.4% | +289.4% | -172.0% | -30.2% |
| 5Y | -29.4% | +395.7% | -425.1% | -80.2% |
| All | -46.6% | +361.4% | -408.0% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling