+1,485.3%
CRWD vs HST
+85.7%
+1,399.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +5.8% | +3.6% | +2.2% | +4.8% |
| 30D | -12.0% | +9.9% | -21.9% | -14.2% |
| 3M | +3.6% | +12.9% | -9.3% | +0.2% |
| 6M | +68.3% | +22.9% | +45.5% | +58.3% |
| YTD | +96.2% | +52.4% | +43.7% | +73.0% |
| 1Y | +68.4% | +52.5% | +15.9% | +48.4% |
| 3Y | +368.4% | +87.4% | +281.0% | +286.9% |
| 5Y | +223.4% | +82.9% | +140.5% | +169.8% |
| All | +1,485.3% | +85.7% | +1,399.6% | +1,613.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling