-39.8%
CHWY vs HSY
+50.2%
-89.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.5% |
| 7D | -12.0% | -0.4% | -11.6% | -12.0% |
| 30D | -6.2% | -3.4% | -2.7% | -5.8% |
| 3M | +5.5% | -0.5% | +6.0% | +5.6% |
| 6M | -17.8% | -19.1% | +1.4% | -16.4% |
| YTD | -36.2% | -2.1% | -34.2% | -36.1% |
| 1Y | -40.0% | -3.2% | -36.7% | -39.9% |
| 3Y | -8.3% | -8.8% | +0.5% | -8.0% |
| 5Y | -71.9% | +13.0% | -84.8% | -72.4% |
| All | -39.8% | +50.2% | -89.9% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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