+216.8%
CRWD vs THC
+244.9%
-28.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -0.9% |
| 7D | -2.3% | -2.6% | +0.2% | -1.6% |
| 30D | -2.1% | -1.2% | -0.9% | -1.9% |
| 3M | +27.5% | +58.9% | -31.4% | +10.7% |
| 6M | +95.8% | +9.3% | +86.5% | +88.7% |
| YTD | +79.2% | +30.4% | +48.8% | +61.9% |
| 1Y | +96.3% | +34.6% | +61.7% | +74.0% |
| 3Y | +399.8% | +246.7% | +153.1% | +202.9% |
| All | +216.8% | +244.9% | -28.1% | +90.9% |
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