-30.6%
COIN vs HST
+72.0%
-102.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.9% |
| 7D | -10.6% | +0.7% | -11.3% | -11.3% |
| 30D | +16.0% | -0.7% | +16.6% | +16.5% |
| 3M | +11.9% | -4.0% | +15.9% | +15.6% |
| 6M | -12.3% | +20.7% | -33.0% | -30.7% |
| YTD | -23.8% | +31.0% | -54.9% | -44.9% |
| 1Y | -45.4% | +36.2% | -81.6% | -62.8% |
| 3Y | +109.9% | +66.6% | +43.2% | +12.1% |
| 5Y | -30.6% | +75.8% | -106.4% | -58.0% |
| All | -30.6% | +72.0% | -102.6% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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