-72.1%
CHWY vs HTZ
-93.2%
+21.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | 0.0% |
| 7D | -0.2% | -8.5% | +8.4% | +0.8% |
| 30D | +8.1% | -18.9% | +27.0% | +10.3% |
| 3M | +0.3% | -36.0% | +36.3% | +5.0% |
| 6M | +4.0% | -74.6% | +78.6% | +18.8% |
| YTD | -31.9% | -70.8% | +39.0% | -24.9% |
| 1Y | -32.8% | -75.3% | +42.5% | -24.2% |
| 3Y | +16.0% | -81.6% | +97.6% | +26.2% |
| 5Y | -70.7% | -94.4% | +23.7% | -57.2% |
| All | -72.1% | -93.2% | +21.1% | -58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling