-45.9%
COIN vs HUM
+50.8%
-96.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.5% | +1.3% |
| 7D | -5.1% | +2.1% | -7.1% | -5.4% |
| 30D | +17.6% | +5.4% | +12.2% | +16.5% |
| 3M | +9.2% | +11.4% | -2.2% | +7.2% |
| 6M | -11.8% | +141.5% | -153.3% | -27.7% |
| YTD | -22.5% | +61.2% | -83.7% | -32.1% |
| 1Y | -45.9% | +49.2% | -95.0% | -52.2% |
| All | -45.9% | +50.8% | -96.7% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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