+226.2%
CRWD vs THC
+267.4%
-41.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.2% |
| 7D | -5.0% | +0.2% | -5.2% | -5.0% |
| 30D | -12.9% | +9.0% | -21.9% | -15.0% |
| 3M | +3.2% | +12.9% | -9.7% | -0.5% |
| 6M | +69.0% | +52.8% | +16.1% | +47.6% |
| YTD | +95.5% | +47.4% | +48.0% | +70.0% |
| 1Y | +64.6% | +47.7% | +16.8% | +42.7% |
| 3Y | +366.7% | +444.7% | -77.9% | +137.0% |
| 5Y | +226.2% | +269.3% | -43.1% | +90.5% |
| All | +226.2% | +267.4% | -41.2% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling