-27.8%
COIN vs THC
+258.1%
-285.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -5.1% | -0.5% | -4.6% | -4.9% |
| 30D | +17.6% | -1.2% | +18.8% | +18.0% |
| 3M | +9.2% | +52.3% | -43.0% | -10.2% |
| 6M | -11.8% | +12.4% | -24.2% | -17.6% |
| YTD | -22.5% | +32.7% | -55.2% | -34.1% |
| 1Y | -45.9% | +36.4% | -82.3% | -54.9% |
| 3Y | +117.4% | +259.3% | -141.9% | -1.5% |
| All | -27.8% | +258.1% | -285.9% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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