+1,333.1%
CRWD vs HRB
+118.8%
+1,214.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.8% |
| 7D | +2.2% | -10.6% | +12.8% | +3.6% |
| 30D | -7.7% | -0.8% | -6.9% | -7.9% |
| 3M | +28.9% | +19.1% | +9.8% | +25.1% |
| 6M | +91.5% | +48.7% | +42.8% | +79.8% |
| YTD | +77.3% | +7.1% | +70.2% | +72.1% |
| 1Y | +96.3% | -8.3% | +104.6% | +93.3% |
| 3Y | +394.5% | +25.8% | +368.7% | +363.9% |
| 5Y | +213.5% | +111.1% | +102.4% | +184.5% |
| All | +1,333.1% | +118.8% | +1,214.3% | +1,536.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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