+213.5%
CRWD vs HWM
+658.8%
-445.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.3% |
| 7D | +2.2% | -8.0% | +10.2% | +5.8% |
| 30D | -7.7% | -18.0% | +10.3% | +0.3% |
| 3M | +28.9% | -9.5% | +38.4% | +33.4% |
| 6M | +91.5% | -8.4% | +99.8% | +94.6% |
| YTD | +77.3% | +13.6% | +63.7% | +59.5% |
| 1Y | +96.3% | +30.2% | +66.0% | +63.9% |
| 3Y | +394.5% | +392.2% | +2.3% | +96.6% |
| 5Y | +213.5% | +645.2% | -431.7% | -1.4% |
| All | +213.5% | +658.8% | -445.4% | -1.4% |
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