-41.6%
CHWY vs XHB
+153.6%
-195.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -4.0% |
| 7D | -13.6% | -4.6% | -9.0% | -11.0% |
| 30D | -8.5% | -9.1% | +0.6% | -3.1% |
| 3M | +8.9% | -8.6% | +17.5% | +14.6% |
| 6M | -20.5% | -4.0% | -16.4% | -19.4% |
| YTD | -38.2% | -3.9% | -34.2% | -37.7% |
| 1Y | -43.3% | -16.5% | -26.8% | -37.8% |
| 3Y | -8.5% | +22.6% | -31.1% | -25.6% |
| 5Y | -72.7% | +33.9% | -106.7% | -79.6% |
| All | -41.6% | +153.6% | -195.1% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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