-46.8%
COIN vs HUT
+173.5%
-220.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -0.6% |
| 7D | -0.1% | +18.9% | -19.0% | -8.8% |
| 30D | +17.5% | +12.0% | +5.5% | +9.1% |
| 3M | +12.4% | -14.9% | +27.2% | +12.8% |
| 6M | -12.5% | +96.8% | -109.3% | -48.1% |
| YTD | -22.7% | +108.8% | -131.5% | -57.0% |
| 1Y | -45.2% | +227.4% | -272.6% | -78.5% |
| 3Y | +112.8% | +760.3% | -647.4% | -63.7% |
| 5Y | -31.9% | +86.1% | -117.9% | -81.9% |
| All | -46.8% | +173.5% | -220.2% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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