-41.6%
CHWY vs HUBB
+326.5%
-368.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.6% |
| 7D | -13.6% | -0.1% | -13.5% | -13.6% |
| 30D | -8.5% | -10.0% | +1.4% | -5.4% |
| 3M | +8.9% | -1.6% | +10.5% | +8.1% |
| 6M | -20.5% | -3.1% | -17.4% | -21.1% |
| YTD | -38.2% | +4.6% | -42.7% | -40.6% |
| 1Y | -43.3% | +3.3% | -46.6% | -45.5% |
| 3Y | -8.5% | +46.6% | -55.1% | -25.9% |
| 5Y | -72.7% | +158.7% | -231.4% | -82.5% |
| All | -41.6% | +326.5% | -368.1% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling