+1,325.8%
CRWD vs BHP
+178.6%
+1,147.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -3.0% | -3.6% | +0.6% | -1.8% |
| 30D | -6.8% | -1.2% | -5.6% | -6.8% |
| 3M | +19.6% | +1.2% | +18.4% | +18.2% |
| 6M | +87.1% | +21.4% | +65.7% | +72.0% |
| YTD | +76.4% | +50.4% | +26.0% | +48.0% |
| 1Y | +90.8% | +67.5% | +23.3% | +52.9% |
| 3Y | +380.0% | +72.8% | +307.2% | +270.5% |
| 5Y | +215.6% | +112.6% | +103.0% | +118.0% |
| All | +1,325.8% | +178.6% | +1,147.2% | +697.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling