+1,333.1%
CRWD vs BHP
+194.9%
+1,138.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.2% |
| 7D | +2.2% | +0.9% | +1.3% | +1.8% |
| 30D | -7.7% | +4.0% | -11.7% | -9.3% |
| 3M | +28.9% | +11.3% | +17.6% | +23.2% |
| 6M | +91.5% | +29.3% | +62.1% | +72.1% |
| YTD | +77.3% | +59.2% | +18.1% | +45.8% |
| 1Y | +96.3% | +80.8% | +15.4% | +53.0% |
| 3Y | +394.5% | +88.0% | +306.5% | +270.1% |
| 5Y | +213.5% | +126.6% | +86.8% | +111.6% |
| All | +1,333.1% | +194.9% | +1,138.2% | +686.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling