+71.1%
CRWD vs HWM
+7.5%
+63.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +4.5% | +7.3% | -2.8% | +3.9% |
| 30D | -9.1% | +1.6% | -10.7% | -8.9% |
| 3M | +0.5% | -21.9% | +22.3% | +3.1% |
| 6M | +61.1% | -19.0% | +80.2% | +64.0% |
| YTD | +93.4% | +7.9% | +85.4% | +85.3% |
| 1Y | +71.1% | +9.9% | +61.2% | +61.6% |
| All | +71.1% | +7.5% | +63.6% | +61.6% |
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