-41.6%
CHWY vs USHY
+40.7%
-82.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.1% |
| 7D | -13.6% | -0.7% | -12.9% | -12.2% |
| 30D | -8.5% | -0.7% | -7.9% | -7.1% |
| 3M | +8.9% | +0.1% | +8.8% | +9.0% |
| 6M | -20.5% | +1.8% | -22.2% | -23.2% |
| YTD | -38.2% | +1.8% | -39.9% | -40.3% |
| 1Y | -43.3% | +3.3% | -46.5% | -47.1% |
| 3Y | -8.5% | +27.0% | -35.5% | -45.6% |
| 5Y | -72.7% | +21.0% | -93.8% | -82.0% |
| All | -41.6% | +40.7% | -82.3% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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