+1,325.8%
CRWD vs HPE
+440.8%
+885.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.4% | -13.5% | -4.9% |
| 7D | -3.0% | +19.4% | -22.4% | -8.8% |
| 30D | -6.8% | +5.6% | -12.4% | -8.9% |
| 3M | +19.6% | +33.1% | -13.5% | +7.9% |
| 6M | +87.1% | +192.5% | -105.4% | +29.1% |
| YTD | +76.4% | +160.9% | -84.5% | +26.0% |
| 1Y | +90.8% | +155.0% | -64.1% | +36.7% |
| 3Y | +380.0% | +289.4% | +90.6% | +194.9% |
| 5Y | +215.6% | +395.7% | -180.0% | +82.2% |
| All | +1,325.8% | +440.8% | +885.0% | +617.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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