+351.1%
CRWD vs HWM
+348.7%
+2.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +4.5% | +7.3% | -2.8% | +2.1% |
| 30D | -9.1% | +1.6% | -10.7% | -9.8% |
| 3M | +0.5% | -21.9% | +22.3% | +9.0% |
| 6M | +61.1% | -19.0% | +80.2% | +71.8% |
| YTD | +93.4% | +7.9% | +85.4% | +78.5% |
| 1Y | +71.1% | +9.9% | +61.2% | +56.3% |
| 3Y | +351.1% | +342.1% | +8.9% | +164.1% |
| All | +351.1% | +348.7% | +2.3% | +164.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling