+0.5%
HD vs CHWY
-8.9%
+9.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | -3.9% | -12.0% | +8.1% | -2.7% |
| 30D | -13.1% | -6.2% | -6.9% | -12.6% |
| 3M | -3.4% | +5.5% | -8.9% | -4.2% |
| 6M | -12.6% | -17.8% | +5.2% | -11.4% |
| YTD | -9.2% | -36.2% | +27.0% | -6.1% |
| 1Y | -23.9% | -40.0% | +16.0% | -21.0% |
| All | +0.5% | -8.9% | +9.5% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling