-41.6%
CHWY vs HAS
+11.7%
-53.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.5% |
| 7D | -13.6% | -1.1% | -12.5% | -13.3% |
| 30D | -8.5% | -2.8% | -5.7% | -7.8% |
| 3M | +8.9% | +10.1% | -1.2% | +5.9% |
| 6M | -20.5% | -1.4% | -19.1% | -20.9% |
| YTD | -38.2% | +14.2% | -52.3% | -41.2% |
| 1Y | -43.3% | +18.2% | -61.4% | -46.7% |
| 3Y | -8.5% | +48.6% | -57.1% | -22.3% |
| 5Y | -72.7% | +14.2% | -87.0% | -75.4% |
| All | -41.6% | +11.7% | -53.3% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling