-8.5%
CHWY vs ALHC
+143.4%
-152.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -2.9% |
| 7D | -13.6% | -6.9% | -6.7% | -13.1% |
| 30D | -8.5% | -6.7% | -1.8% | -8.1% |
| 3M | +8.9% | -37.7% | +46.6% | +12.3% |
| 6M | -20.5% | -30.0% | +9.5% | -19.3% |
| YTD | -38.2% | -36.2% | -2.0% | -36.9% |
| 1Y | -43.3% | -22.9% | -20.4% | -43.2% |
| 3Y | -8.5% | +138.4% | -146.9% | -17.9% |
| All | -8.5% | +143.4% | -152.0% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 3y: compounded portfolio wealth divided by compounded ALHC 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…
3y analysis · Full analysis span regression · 6 months rolling