-70.4%
CHWY vs ALHC
-29.3%
-41.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.5% |
| 7D | -1.9% | -1.0% | -0.9% | -1.7% |
| 30D | -1.1% | -6.3% | +5.2% | 0.0% |
| 3M | +15.5% | -12.3% | +27.8% | +15.4% |
| 6M | -8.5% | -27.0% | +18.5% | -6.0% |
| YTD | -29.6% | -31.8% | +2.3% | -27.1% |
| 1Y | -44.1% | -17.0% | -27.1% | -44.8% |
| 3Y | +1.2% | +159.8% | -158.6% | -34.0% |
| 5Y | -69.4% | -25.1% | -44.2% | -75.7% |
| All | -70.4% | -29.3% | -41.1% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling