+100.1%
HAL vs CHWY
-42.4%
+142.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.8% | +11.7% | +1.3% |
| 7D | -1.3% | -14.1% | +12.8% | -0.8% |
| 30D | +10.9% | -8.1% | +19.0% | +11.2% |
| 3M | -5.8% | +1.7% | -7.6% | -6.1% |
| 6M | +8.1% | -20.7% | +28.8% | +8.8% |
| YTD | +33.2% | -37.2% | +70.4% | +35.3% |
| 1Y | +74.2% | -50.7% | +124.9% | +78.6% |
| 3Y | -3.7% | -9.7% | +6.1% | -5.2% |
| 5Y | +111.9% | -72.9% | +184.8% | +110.6% |
| All | +100.1% | -42.4% | +142.5% | +69.5% |
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 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