-17.8%
CHWY vs HBM
+16.2%
-34.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.5% | +9.1% | +1.9% |
| 7D | -12.0% | -3.7% | -8.3% | -11.9% |
| 30D | -6.2% | -3.7% | -2.5% | -6.1% |
| 3M | +5.5% | +8.0% | -2.5% | +4.3% |
| 6M | -17.8% | +15.8% | -33.6% | -21.7% |
| All | -17.8% | +16.2% | -34.0% | -21.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling