+74.0%
HBAN vs CHWY
-43.2%
+117.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.0% |
| 7D | -1.0% | -13.6% | +12.6% | +0.2% |
| 30D | -5.6% | -8.5% | +2.9% | -5.0% |
| 3M | -1.1% | +8.9% | -10.0% | -2.1% |
| 6M | +9.9% | -20.5% | +30.3% | +11.5% |
| YTD | -0.9% | -38.2% | +37.2% | +2.5% |
| 1Y | -1.4% | -43.3% | +41.9% | +2.6% |
| 3Y | +78.2% | -8.5% | +86.8% | +75.0% |
| 5Y | +37.0% | -72.7% | +109.8% | +37.6% |
| All | +74.0% | -43.2% | +117.2% | +42.6% |
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