+93.3%
HAL vs CHWY
-72.6%
+166.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.5% |
| 7D | -3.3% | -13.6% | +10.3% | -2.7% |
| 30D | +8.2% | -8.5% | +16.7% | +8.5% |
| 3M | -9.4% | +8.9% | -18.3% | -10.1% |
| 6M | +0.6% | -20.5% | +21.1% | +1.5% |
| YTD | +28.6% | -38.2% | +66.7% | +31.5% |
| 1Y | +63.9% | -43.3% | +107.2% | +68.3% |
| 3Y | -7.1% | -8.5% | +1.4% | -9.4% |
| All | +93.3% | -72.6% | +166.0% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling