-27.8%
COIN vs HWM
+638.1%
-665.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.2% |
| 7D | -5.1% | -11.4% | +6.4% | +3.4% |
| 30D | +17.6% | -18.5% | +36.1% | +34.4% |
| 3M | +9.2% | -13.2% | +22.4% | +18.2% |
| 6M | -11.8% | -8.7% | -3.1% | -10.2% |
| YTD | -22.5% | +12.2% | -34.7% | -34.3% |
| 1Y | -45.9% | +24.9% | -70.8% | -58.4% |
| 3Y | +117.4% | +383.9% | -266.5% | -55.2% |
| All | -27.8% | +638.1% | -665.9% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling