-50.7%
COIN vs XHB
+5.8%
-56.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.3% | +2.4% |
| 7D | -6.7% | +9.7% | -16.4% | -9.7% |
| 30D | -19.5% | +11.7% | -31.2% | -22.7% |
| 3M | +0.5% | -1.4% | +1.9% | +0.5% |
| 6M | -25.4% | +6.8% | -32.1% | -28.0% |
| YTD | -33.0% | +5.5% | -38.5% | -36.5% |
| 1Y | -50.7% | +5.1% | -55.8% | -53.8% |
| All | -50.7% | +5.8% | -56.5% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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