-37.7%
HIMS vs CHWY
-28.3%
-9.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.1% | -2.4% | +2.2% |
| 7D | -9.1% | +13.4% | -22.4% | -12.1% |
| 30D | -10.1% | +28.4% | -38.6% | -16.6% |
| 3M | -17.1% | -2.9% | -14.2% | -16.2% |
| 6M | -2.2% | -4.7% | +2.5% | +0.2% |
| YTD | -17.9% | -29.2% | +11.3% | -9.5% |
| 1Y | -37.7% | -30.7% | -6.9% | -31.5% |
| All | -37.7% | -28.3% | -9.4% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling