-39.8%
COIN vs HYG
+4.1%
-43.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -3.7% |
| 7D | +3.4% | -0.2% | +3.5% | +5.2% |
| 30D | +23.2% | +0.1% | +23.1% | +23.1% |
| 3M | +12.5% | +0.7% | +11.8% | +8.4% |
| 6M | -11.6% | +1.5% | -13.1% | -17.5% |
| YTD | -18.4% | +2.2% | -20.5% | -27.2% |
| 1Y | -39.8% | +3.9% | -43.7% | -51.7% |
| All | -39.8% | +4.1% | -43.9% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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