+224.0%
DHI vs CHWY
-43.2%
+267.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.2% |
| 7D | -3.4% | -13.6% | +10.2% | -1.5% |
| 30D | -5.4% | -8.5% | +3.1% | -4.4% |
| 3M | -10.4% | +8.9% | -19.3% | -11.8% |
| 6M | -2.8% | -20.5% | +17.7% | -0.3% |
| YTD | -3.4% | -38.2% | +34.7% | +2.3% |
| 1Y | -22.9% | -43.3% | +20.3% | -17.5% |
| 3Y | +20.7% | -8.5% | +29.2% | +14.9% |
| 5Y | +62.1% | -72.7% | +134.9% | +70.9% |
| All | +224.0% | -43.2% | +267.2% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 10y: compounded portfolio wealth divided by compounded CHWY 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…
10y analysis · Full analysis span regression · 6 months rolling