+1,462.8%
CRWD vs THC
+1,266.0%
+196.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +4.5% | +1.0% | +3.5% | +4.3% |
| 30D | -9.1% | +5.3% | -14.4% | -9.9% |
| 3M | +0.5% | +7.1% | -6.6% | -0.9% |
| 6M | +61.1% | +46.0% | +15.1% | +50.0% |
| YTD | +93.4% | +43.9% | +49.4% | +79.2% |
| 1Y | +71.1% | +45.4% | +25.7% | +58.1% |
| 3Y | +351.1% | +421.3% | -70.2% | +229.6% |
| 5Y | +218.8% | +261.5% | -42.6% | +139.7% |
| All | +1,462.8% | +1,266.0% | +196.9% | +1,179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling