-46.6%
COIN vs HUBS
-57.3%
+10.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.2% |
| 7D | -5.1% | -9.0% | +3.9% | +0.6% |
| 30D | +17.6% | +7.2% | +10.4% | +11.4% |
| 3M | +9.2% | +20.9% | -11.6% | -9.5% |
| 6M | -11.8% | -13.0% | +1.3% | -15.9% |
| YTD | -22.5% | -43.8% | +21.4% | -1.9% |
| 1Y | -45.9% | -54.6% | +8.7% | -21.6% |
| 3Y | +117.4% | -58.5% | +175.8% | +220.5% |
| 5Y | -29.4% | -66.4% | +37.0% | -1.2% |
| All | -46.6% | -57.3% | +10.7% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 10y: compounded portfolio wealth divided by compounded HUBS 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…
10y analysis · Full analysis span regression · 6 months rolling