-40.7%
CHWY vs THC
+1,169.2%
-1,209.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +3.9% | -14.7% | -11.4% |
| 7D | -14.1% | +4.1% | -18.2% | -14.7% |
| 30D | -8.1% | +3.5% | -11.7% | -8.7% |
| 3M | +1.7% | +61.7% | -60.0% | -5.7% |
| 6M | -20.7% | +11.8% | -32.5% | -22.4% |
| YTD | -37.2% | +35.4% | -72.6% | -40.7% |
| 1Y | -50.7% | +37.0% | -87.7% | -53.7% |
| 3Y | -9.7% | +260.1% | -269.8% | -28.5% |
| 5Y | -72.9% | +262.6% | -335.5% | -79.1% |
| All | -40.7% | +1,169.2% | -1,209.9% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling