-45.9%
COIN vs PH
+25.3%
-71.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.5% |
| 7D | -5.1% | -1.3% | -3.8% | -4.9% |
| 30D | +17.6% | -11.0% | +28.6% | +19.1% |
| 3M | +9.2% | +5.5% | +3.7% | +6.2% |
| 6M | -11.8% | +1.5% | -13.2% | -13.4% |
| YTD | -22.5% | +8.8% | -31.3% | -25.4% |
| 1Y | -45.9% | +24.5% | -70.4% | -48.3% |
| All | -45.9% | +25.3% | -71.2% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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