-8.5%
CHWY vs HBM
+458.1%
-466.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -3.0% |
| 7D | -13.6% | -3.3% | -10.3% | -13.2% |
| 30D | -8.5% | -4.8% | -3.7% | -8.1% |
| 3M | +8.9% | -0.4% | +9.3% | +8.0% |
| 6M | -20.5% | +17.9% | -38.3% | -24.9% |
| YTD | -38.2% | +33.7% | -71.9% | -43.8% |
| 1Y | -43.3% | +95.6% | -138.8% | -53.6% |
| 3Y | -8.5% | +458.1% | -466.7% | -53.8% |
| All | -8.5% | +458.1% | -466.7% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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