-72.0%
CHWY vs HTZ
-93.0%
+21.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.1% | +3.7% | -1.6% |
| 7D | -1.7% | -14.0% | +12.2% | 0.0% |
| 30D | +14.7% | -19.8% | +34.5% | +17.1% |
| 3M | +1.1% | -45.0% | +46.1% | +7.6% |
| 6M | -1.3% | -73.2% | +71.9% | +11.9% |
| YTD | -31.6% | -70.0% | +38.4% | -24.9% |
| 1Y | -31.5% | -75.7% | +44.2% | -22.6% |
| 3Y | +13.2% | -82.1% | +95.3% | +24.9% |
| 5Y | -70.6% | -94.3% | +23.7% | -57.1% |
| All | -72.0% | -93.0% | +21.0% | -58.5% |
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