-46.6%
COIN vs THC
+412.2%
-458.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.1% |
| 6M | -11.8% | +12.4% | -24.2% | -17.3% |
| YTD | -22.5% | +32.7% | -55.2% | -33.4% |
| 1Y | -45.9% | +36.4% | -82.3% | -54.4% |
| 3Y | +117.4% | +259.3% | -141.9% | +5.4% |
| 5Y | -29.4% | +262.7% | -292.1% | -66.5% |
| All | -46.6% | +412.2% | -458.8% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling