+1,462.8%
CRWD vs HD
+109.8%
+1,353.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +4.5% | +1.5% | +3.0% | +3.8% |
| 30D | -9.1% | +18.0% | -27.1% | -16.7% |
| 3M | +0.5% | +2.8% | -2.3% | -1.7% |
| 6M | +61.1% | +17.0% | +44.2% | +46.2% |
| YTD | +93.4% | +3.5% | +89.8% | +84.8% |
| 1Y | +71.1% | -2.6% | +73.7% | +68.7% |
| 3Y | +351.1% | +30.7% | +320.3% | +264.0% |
| 5Y | +218.8% | +6.2% | +212.6% | +184.0% |
| All | +1,462.8% | +109.8% | +1,353.0% | +791.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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