+257.5%
HCA vs CHWY
-43.2%
+300.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +1.5% |
| 7D | +5.4% | -13.6% | +19.0% | +6.3% |
| 30D | +3.0% | -8.5% | +11.5% | +3.4% |
| 3M | +13.0% | +8.9% | +4.1% | +12.2% |
| 6M | -20.3% | -20.5% | +0.2% | -19.5% |
| YTD | -8.2% | -38.2% | +29.9% | -6.0% |
| 1Y | +6.7% | -43.3% | +50.0% | +9.8% |
| 3Y | +60.4% | -8.5% | +68.9% | +57.0% |
| 5Y | +73.4% | -72.7% | +146.2% | +71.7% |
| All | +257.5% | -43.2% | +300.7% | +222.1% |
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