+25.0%
HL vs CHWY
-28.3%
+53.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +6.1% | +7.0% | +12.2% |
| 7D | +0.2% | +13.4% | -13.2% | -1.4% |
| 30D | -12.1% | +28.4% | -40.5% | -15.5% |
| 3M | -2.8% | -2.9% | +0.1% | -1.8% |
| 6M | -14.9% | -4.7% | -10.2% | -12.4% |
| YTD | -22.0% | -29.2% | +7.2% | -13.7% |
| 1Y | +25.0% | -30.7% | +55.8% | +36.8% |
| All | +25.0% | -28.3% | +53.3% | +36.8% |
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