+80.6%
CRWD vs HWM
+5.4%
+75.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.4% |
| 7D | -9.6% | +9.4% | -19.0% | -9.8% |
| 30D | -11.6% | -7.0% | -4.6% | -10.7% |
| 3M | +14.1% | -25.9% | +40.0% | +18.1% |
| 6M | +105.4% | -10.8% | +116.3% | +110.3% |
| YTD | +105.6% | +4.3% | +101.3% | +95.4% |
| 1Y | +80.6% | +4.4% | +76.2% | +74.3% |
| All | +80.6% | +5.4% | +75.2% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling