-39.8%
CHWY vs HBM
+422.4%
-462.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.5% | +9.1% | +2.8% |
| 7D | -12.0% | -3.7% | -8.3% | -11.6% |
| 30D | -6.2% | -3.7% | -2.5% | -5.9% |
| 3M | +5.5% | +8.0% | -2.5% | +3.0% |
| 6M | -17.8% | +15.8% | -33.6% | -21.6% |
| YTD | -36.2% | +34.4% | -70.6% | -41.3% |
| 1Y | -40.0% | +98.2% | -138.1% | -48.9% |
| 3Y | -8.3% | +476.6% | -484.9% | -37.7% |
| 5Y | -71.9% | +331.1% | -403.0% | -80.6% |
| All | -39.8% | +422.4% | -462.1% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling