+1,340.4%
CRWD vs HST
+59.7%
+1,280.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | -2.8% | +0.7% | -3.5% | -3.0% |
| 30D | -5.9% | -0.7% | -5.2% | -5.8% |
| 3M | +29.0% | -4.0% | +33.0% | +30.0% |
| 6M | +91.5% | +20.7% | +70.8% | +80.2% |
| YTD | +78.2% | +31.0% | +47.2% | +63.8% |
| 1Y | +96.6% | +36.2% | +60.4% | +78.3% |
| 3Y | +397.0% | +66.6% | +330.4% | +324.0% |
| 5Y | +218.9% | +75.8% | +143.1% | +174.3% |
| All | +1,340.4% | +59.7% | +1,280.8% | +1,522.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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