-72.2%
CHWY vs HUBB
+157.3%
-229.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.8% |
| 7D | -13.6% | -0.1% | -13.5% | -13.5% |
| 30D | -8.5% | -10.0% | +1.4% | -4.6% |
| 3M | +8.9% | -1.6% | +10.5% | +7.7% |
| 6M | -20.5% | -3.1% | -17.4% | -21.5% |
| YTD | -38.2% | +4.6% | -42.7% | -41.6% |
| 1Y | -43.3% | +3.3% | -46.6% | -46.5% |
| 3Y | -8.5% | +46.6% | -55.1% | -34.1% |
| All | -72.2% | +157.3% | -229.6% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 5y: compounded portfolio wealth divided by compounded HUBB 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…
5y analysis · Full analysis span regression · 6 months rolling