+1,340.4%
CRWD vs THC
+1,158.2%
+182.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | -2.8% | 0.0% | -2.8% | -2.9% |
| 30D | -5.9% | +1.5% | -7.4% | -6.2% |
| 3M | +29.0% | +59.9% | -30.9% | +18.6% |
| 6M | +91.5% | +11.0% | +80.5% | +86.6% |
| YTD | +78.2% | +32.6% | +45.6% | +67.6% |
| 1Y | +96.6% | +37.4% | +59.3% | +83.0% |
| 3Y | +397.0% | +252.5% | +144.5% | +286.7% |
| 5Y | +218.9% | +262.3% | -43.5% | +141.6% |
| All | +1,340.4% | +1,158.2% | +182.2% | +1,096.2% |
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