+1,462.8%
CRWD vs HWM
+1,174.6%
+288.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +4.5% | +7.3% | -2.8% | +2.7% |
| 30D | -9.1% | +1.6% | -10.7% | -9.7% |
| 3M | +0.5% | -21.9% | +22.3% | +6.0% |
| 6M | +61.1% | -19.0% | +80.2% | +68.1% |
| YTD | +93.4% | +7.9% | +85.4% | +85.9% |
| 1Y | +71.1% | +9.9% | +61.2% | +63.6% |
| 3Y | +351.1% | +342.1% | +8.9% | +215.7% |
| 5Y | +218.8% | +600.8% | -381.9% | +106.2% |
| All | +1,462.8% | +1,174.6% | +288.3% | +794.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling