+1,369.7%
CRWD vs THC
+1,165.8%
+203.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -2.4% | -0.7% | -1.8% | -2.3% |
| 30D | +1.5% | +1.3% | +0.3% | +1.3% |
| 3M | +18.5% | +64.2% | -45.7% | +8.6% |
| 6M | +109.1% | +8.3% | +100.8% | +104.7% |
| YTD | +81.8% | +33.4% | +48.5% | +70.9% |
| 1Y | +106.7% | +37.7% | +69.0% | +92.3% |
| 3Y | +428.7% | +236.8% | +191.9% | +314.3% |
| 5Y | +206.4% | +249.3% | -42.9% | +132.7% |
| All | +1,369.7% | +1,165.8% | +203.9% | +1,119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling