-41.6%
CHWY vs HALO
+577.2%
-618.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -13.6% | -2.7% | -10.9% | -12.8% |
| 30D | -8.5% | +5.3% | -13.9% | -10.0% |
| 3M | +8.9% | +51.6% | -42.7% | -5.3% |
| 6M | -20.5% | +61.3% | -81.7% | -32.3% |
| YTD | -38.2% | +59.3% | -97.4% | -47.5% |
| 1Y | -43.3% | +38.3% | -81.5% | -49.8% |
| 3Y | -8.5% | +185.9% | -194.4% | -41.7% |
| 5Y | -72.7% | +159.9% | -232.7% | -82.3% |
| All | -41.6% | +577.2% | -618.8% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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