-46.6%
COIN vs USHY
+24.6%
-71.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.6% |
| 7D | -5.1% | -0.7% | -4.4% | -1.6% |
| 30D | +17.6% | -0.7% | +18.3% | +22.4% |
| 3M | +9.2% | +0.1% | +9.2% | +9.8% |
| 6M | -11.8% | +1.8% | -13.5% | -18.0% |
| YTD | -22.5% | +1.8% | -24.3% | -27.3% |
| 1Y | -45.9% | +3.3% | -49.2% | -52.6% |
| 3Y | +117.4% | +27.0% | +90.4% | -26.2% |
| 5Y | -29.4% | +21.0% | -50.4% | -62.0% |
| All | -46.6% | +24.6% | -71.2% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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