+1,348.4%
CRWD vs HIG
+190.1%
+1,158.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -1.2% |
| 7D | -2.3% | -1.1% | -1.3% | -2.2% |
| 30D | -2.1% | -4.9% | +2.9% | -1.4% |
| 3M | +27.5% | +6.8% | +20.7% | +26.0% |
| 6M | +95.8% | -1.7% | +97.5% | +95.8% |
| YTD | +79.2% | -0.2% | +79.4% | +78.5% |
| 1Y | +96.3% | +5.7% | +90.5% | +93.3% |
| 3Y | +399.8% | +100.3% | +299.5% | +346.7% |
| 5Y | +216.7% | +118.5% | +98.2% | +178.9% |
| All | +1,348.4% | +190.1% | +1,158.4% | +1,347.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling