-41.6%
CHWY vs HIG
+192.5%
-234.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | -13.6% | -1.5% | -12.2% | -13.4% |
| 30D | -8.5% | -0.4% | -8.2% | -8.5% |
| 3M | +8.9% | +6.7% | +2.2% | +7.9% |
| 6M | -20.5% | +2.0% | -22.4% | -20.8% |
| YTD | -38.2% | +0.3% | -38.4% | -38.3% |
| 1Y | -43.3% | +4.2% | -47.4% | -43.8% |
| 3Y | -8.5% | +102.2% | -110.8% | -16.7% |
| 5Y | -72.7% | +118.5% | -191.2% | -75.4% |
| All | -41.6% | +192.5% | -234.0% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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