+1,485.3%
CRWD vs HD
+109.5%
+1,375.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.8% |
| 7D | +5.8% | -0.5% | +6.3% | +6.1% |
| 30D | -12.0% | +18.5% | -30.5% | -19.6% |
| 3M | +3.6% | +2.2% | +1.5% | +1.7% |
| 6M | +68.3% | +13.8% | +54.5% | +54.8% |
| YTD | +96.2% | +3.4% | +92.7% | +87.6% |
| 1Y | +68.4% | -3.5% | +72.0% | +67.0% |
| 3Y | +368.4% | +29.0% | +339.4% | +280.9% |
| 5Y | +223.4% | +6.1% | +217.3% | +188.3% |
| All | +1,485.3% | +109.5% | +1,375.8% | +804.4% |
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