-45.5%
COIN vs HST
+61.9%
-107.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | +1.2% | +2.0% | -0.8% | -0.9% |
| 30D | +16.5% | -5.2% | +21.7% | +22.6% |
| 3M | +10.4% | -6.2% | +16.6% | +16.6% |
| 6M | -9.3% | +20.4% | -29.7% | -26.8% |
| YTD | -20.9% | +30.6% | -51.5% | -41.1% |
| 1Y | -40.8% | +37.4% | -78.1% | -58.8% |
| 3Y | +118.0% | +66.1% | +51.9% | +24.4% |
| 5Y | -30.7% | +73.7% | -104.4% | -55.6% |
| All | -45.5% | +61.9% | -107.4% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling