+77.6%
HL vs CHWY
-43.1%
+120.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.6% |
| 7D | -4.4% | -13.6% | +9.3% | -1.6% |
| 30D | +9.3% | -8.5% | +17.8% | +11.1% |
| 3M | +32.0% | +8.9% | +23.1% | +28.3% |
| 6M | -6.4% | -20.5% | +14.0% | -0.6% |
| YTD | +3.1% | -38.2% | +41.3% | +17.3% |
| 1Y | +77.6% | -43.3% | +120.8% | +107.9% |
| All | +77.6% | -43.1% | +120.6% | +107.9% |
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