-40.0%
CHWY vs HTZ
-66.5%
+26.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.6% |
| 7D | -12.0% | -9.7% | -2.3% | -11.8% |
| 30D | -6.2% | -16.3% | +10.1% | -6.0% |
| 3M | +5.5% | -58.8% | +64.3% | +8.1% |
| 6M | -17.8% | -48.9% | +31.1% | -17.3% |
| YTD | -36.2% | -60.1% | +23.9% | -35.1% |
| 1Y | -40.0% | -65.0% | +25.0% | -39.0% |
| All | -40.0% | -66.5% | +26.5% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 2025-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HTZ 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling