-46.6%
COIN vs HUM
+3.3%
-49.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.5% | +1.4% |
| 7D | -5.1% | +2.1% | -7.1% | -5.4% |
| 30D | +17.6% | +5.4% | +12.2% | +16.6% |
| 3M | +9.2% | +11.4% | -2.2% | +7.3% |
| 6M | -11.8% | +141.5% | -153.3% | -24.7% |
| YTD | -22.5% | +61.2% | -83.7% | -29.6% |
| 1Y | -45.9% | +49.2% | -95.0% | -50.4% |
| 3Y | +117.4% | -9.0% | +126.4% | +112.7% |
| 5Y | -29.4% | +7.2% | -36.6% | -33.7% |
| All | -46.6% | +3.3% | -49.9% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling