+106.7%
CRWD vs HYG
+4.1%
+102.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.6% |
| 7D | -2.4% | -0.2% | -2.2% | -1.6% |
| 30D | +1.5% | +0.1% | +1.5% | +1.3% |
| 3M | +18.5% | +0.7% | +17.9% | +16.3% |
| 6M | +109.1% | +1.5% | +107.6% | +102.2% |
| YTD | +81.8% | +2.2% | +79.7% | +70.5% |
| 1Y | +106.7% | +3.9% | +102.8% | +78.6% |
| All | +106.7% | +4.1% | +102.5% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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