-8.5%
CHWY vs EQH
+100.2%
-108.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.6% |
| 7D | -13.6% | +0.7% | -14.3% | -13.9% |
| 30D | -8.5% | +2.8% | -11.4% | -9.7% |
| 3M | +8.9% | +23.1% | -14.2% | -0.4% |
| 6M | -20.5% | +41.4% | -61.9% | -31.6% |
| YTD | -38.2% | +14.3% | -52.4% | -42.2% |
| 1Y | -43.3% | +1.6% | -44.9% | -44.5% |
| 3Y | -8.5% | +102.7% | -111.3% | -42.2% |
| All | -8.5% | +100.2% | -108.8% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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