+1,369.7%
CRWD vs HDB
-22.5%
+1,392.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | -2.4% | +0.4% | -2.9% | -2.6% |
| 30D | +1.5% | -2.8% | +4.4% | +2.0% |
| 3M | +18.5% | -3.5% | +22.1% | +19.1% |
| 6M | +109.1% | -24.7% | +133.8% | +124.8% |
| YTD | +81.8% | -36.6% | +118.4% | +105.4% |
| 1Y | +106.7% | -34.4% | +141.0% | +130.4% |
| 3Y | +428.7% | -24.4% | +453.1% | +454.2% |
| 5Y | +206.4% | -35.4% | +241.7% | +226.3% |
| All | +1,369.7% | -22.5% | +1,392.1% | +1,154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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