-71.7%
CHWY vs HTZ
-93.2%
+21.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.0% | +7.2% | +0.1% |
| 7D | +3.7% | -27.5% | +31.2% | +7.4% |
| 30D | +20.6% | -21.9% | +42.5% | +23.6% |
| 3M | +1.2% | -29.2% | +30.4% | +4.1% |
| 6M | -0.5% | -75.2% | +74.7% | +14.0% |
| YTD | -30.8% | -70.8% | +40.0% | -23.7% |
| 1Y | -32.4% | -76.1% | +43.7% | -23.4% |
| 3Y | +14.5% | -82.5% | +97.0% | +26.8% |
| 5Y | -68.3% | -94.1% | +25.8% | -53.7% |
| All | -71.7% | -93.2% | +21.5% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling