-46.6%
COIN vs JHX
-9.9%
-36.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.2% |
| 7D | -5.1% | -6.3% | +1.2% | -1.7% |
| 30D | +17.6% | -7.7% | +25.3% | +22.9% |
| 3M | +9.2% | +19.2% | -9.9% | -1.1% |
| 6M | -11.8% | +38.3% | -50.0% | -28.0% |
| YTD | -22.5% | +37.2% | -59.7% | -37.3% |
| 1Y | -45.9% | +42.3% | -88.2% | -57.8% |
| 3Y | +117.4% | -4.4% | +121.8% | +71.8% |
| 5Y | -29.4% | -26.4% | -3.0% | -37.3% |
| All | -46.6% | -9.9% | -36.7% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 10y: compounded portfolio wealth divided by compounded JHX 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…
10y analysis · Full analysis span regression · 6 months rolling