-72.2%
CHWY vs THC
+258.1%
-330.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -13.6% | -0.5% | -13.1% | -13.6% |
| 30D | -8.5% | -1.2% | -7.4% | -8.5% |
| 3M | +8.9% | +52.3% | -43.4% | -4.7% |
| 6M | -20.5% | +12.4% | -32.9% | -24.1% |
| YTD | -38.2% | +32.7% | -70.8% | -44.6% |
| 1Y | -43.3% | +36.4% | -79.6% | -50.2% |
| 3Y | -8.5% | +259.3% | -267.8% | -48.6% |
| All | -72.2% | +258.1% | -330.3% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling