+113.7%
COIN vs HWM
+379.8%
-266.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.2% |
| 7D | -10.6% | -12.5% | +1.9% | -3.6% |
| 30D | +16.0% | -19.0% | +34.9% | +29.5% |
| 3M | +11.9% | -8.6% | +20.5% | +15.0% |
| 6M | -12.3% | -10.2% | -2.2% | -10.1% |
| YTD | -23.8% | +11.3% | -35.1% | -33.5% |
| 1Y | -45.4% | +24.3% | -69.6% | -56.0% |
| All | +113.7% | +379.8% | -266.1% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling