-46.6%
COIN vs XHB
+40.0%
-86.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | -0.1% |
| 7D | -5.1% | -4.6% | -0.4% | +0.2% |
| 30D | +17.6% | -9.1% | +26.7% | +30.9% |
| 3M | +9.2% | -8.6% | +17.8% | +18.5% |
| 6M | -11.8% | -4.0% | -7.7% | -11.4% |
| YTD | -22.5% | -3.9% | -18.6% | -23.9% |
| 1Y | -45.9% | -16.5% | -29.4% | -36.9% |
| 3Y | +117.4% | +22.6% | +94.8% | +36.4% |
| 5Y | -29.4% | +33.9% | -63.4% | -63.2% |
| All | -46.6% | +40.0% | -86.7% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling