+106.7%
CRWD vs HWM
+48.6%
+58.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.4% | -2.1% | -0.3% | -2.1% |
| 30D | +1.5% | -11.0% | +12.5% | +4.1% |
| 3M | +18.5% | +4.0% | +14.5% | +17.9% |
| 6M | +109.1% | -0.2% | +109.3% | +110.3% |
| YTD | +81.8% | +26.7% | +55.2% | +61.7% |
| 1Y | +106.7% | +44.7% | +61.9% | +62.3% |
| All | +106.7% | +48.6% | +58.1% | +62.3% |
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