-40.7%
CHWY vs BAH
+27.3%
-68.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.1% | -11.0% | -10.9% |
| 7D | -14.1% | -1.3% | -12.8% | -13.8% |
| 30D | -8.1% | -6.6% | -1.5% | -6.4% |
| 3M | +1.7% | -7.2% | +8.9% | +3.4% |
| 6M | -20.7% | -10.0% | -10.7% | -19.0% |
| YTD | -37.2% | -12.5% | -24.8% | -35.8% |
| 1Y | -50.7% | -27.9% | -22.8% | -46.9% |
| 3Y | -9.7% | -31.4% | +21.7% | -7.6% |
| 5Y | -72.9% | -3.2% | -69.7% | -76.5% |
| All | -40.7% | +27.3% | -68.0% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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