+392.8%
HL vs CHWY
-11.7%
+404.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.7% |
| 7D | -4.4% | -13.6% | +9.3% | -2.0% |
| 30D | +9.3% | -8.5% | +17.8% | +10.8% |
| 3M | +32.0% | +8.9% | +23.1% | +29.1% |
| 6M | -6.4% | -20.5% | +14.0% | -3.3% |
| YTD | +3.1% | -38.2% | +41.3% | +11.4% |
| 1Y | +77.6% | -43.3% | +120.8% | +94.1% |
| 3Y | +392.8% | -8.5% | +401.4% | +345.6% |
| All | +392.8% | -11.7% | +404.5% | +345.6% |
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