+67.2%
DHR vs CHWY
-43.2%
+110.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.2% |
| 7D | -3.6% | -13.6% | +10.0% | -1.8% |
| 30D | -2.7% | -8.5% | +5.8% | -1.7% |
| 3M | +10.9% | +8.9% | +2.0% | +9.1% |
| 6M | +3.0% | -20.5% | +23.5% | +5.5% |
| YTD | -12.2% | -38.2% | +26.0% | -7.2% |
| 1Y | +3.3% | -43.3% | +46.6% | +10.3% |
| 3Y | -8.2% | -8.5% | +0.3% | -12.0% |
| 5Y | -29.9% | -72.7% | +42.8% | -24.8% |
| All | +67.2% | -43.2% | +110.5% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling