+79.5%
HD vs CHWY
-43.2%
+122.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.4% |
| 7D | -3.8% | -13.6% | +9.8% | -2.0% |
| 30D | -9.4% | -8.5% | -0.9% | -8.5% |
| 3M | -4.6% | +8.9% | -13.5% | -5.9% |
| 6M | -10.1% | -20.5% | +10.4% | -8.0% |
| YTD | -8.3% | -38.2% | +29.8% | -3.3% |
| 1Y | -25.0% | -43.3% | +18.2% | -20.1% |
| 3Y | +1.5% | -8.5% | +10.1% | -2.2% |
| 5Y | +5.6% | -72.7% | +78.3% | +11.9% |
| All | +79.5% | -43.2% | +122.7% | +52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling