+223.4%
CRWD vs HWM
+606.1%
-382.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +5.8% | +11.1% | -5.3% | +1.0% |
| 30D | -12.0% | +3.0% | -15.0% | -13.7% |
| 3M | +3.6% | -20.7% | +24.4% | +14.0% |
| 6M | +68.3% | -17.2% | +85.5% | +80.3% |
| YTD | +96.2% | +9.1% | +87.1% | +77.3% |
| 1Y | +68.4% | +9.0% | +59.4% | +52.1% |
| 3Y | +368.4% | +353.8% | +14.5% | +78.5% |
| 5Y | +223.4% | +608.0% | -384.6% | -9.5% |
| All | +223.4% | +606.1% | -382.6% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling