-5.7%
CHWY vs THC
+250.7%
-256.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.9% |
| 7D | -12.0% | 0.0% | -12.0% | -12.1% |
| 30D | -6.2% | +1.5% | -7.7% | -6.6% |
| 3M | +5.5% | +59.9% | -54.4% | -2.3% |
| 6M | -17.8% | +11.0% | -28.8% | -19.5% |
| YTD | -36.2% | +32.6% | -68.8% | -39.6% |
| 1Y | -40.0% | +37.4% | -77.3% | -43.9% |
| All | -5.7% | +250.7% | -256.4% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 3y: compounded portfolio wealth divided by compounded THC 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…
3y analysis · Full analysis span regression · 6 months rolling