+1,325.8%
CRWD vs HIG
+191.5%
+1,134.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -3.0% | -1.5% | -1.5% | -2.8% |
| 30D | -6.8% | -0.4% | -6.4% | -6.8% |
| 3M | +19.6% | +6.7% | +12.9% | +18.2% |
| 6M | +87.1% | +2.0% | +85.1% | +86.0% |
| YTD | +76.4% | +0.3% | +76.1% | +75.6% |
| 1Y | +90.8% | +4.2% | +86.6% | +88.5% |
| 3Y | +380.0% | +102.2% | +277.8% | +328.4% |
| 5Y | +215.6% | +118.5% | +97.1% | +177.9% |
| All | +1,325.8% | +191.5% | +1,134.2% | +1,323.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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