-39.8%
COIN vs HWM
+48.6%
-88.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | +3.4% | -2.1% | +5.5% | +3.8% |
| 30D | +23.2% | -11.0% | +34.2% | +27.7% |
| 3M | +12.5% | +4.0% | +8.5% | +8.1% |
| 6M | -11.6% | -0.2% | -11.4% | -13.2% |
| YTD | -18.4% | +26.7% | -45.0% | -31.9% |
| 1Y | -39.8% | +44.7% | -84.5% | -50.3% |
| All | -39.8% | +48.6% | -88.4% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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