+1,194.6%
HL vs CHWY
-43.2%
+1,237.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.7% |
| 7D | -4.4% | -13.6% | +9.3% | -2.2% |
| 30D | +9.3% | -8.5% | +17.8% | +10.7% |
| 3M | +32.0% | +8.9% | +23.1% | +29.4% |
| 6M | -6.4% | -20.5% | +14.0% | -3.8% |
| YTD | +3.1% | -38.2% | +41.3% | +10.5% |
| 1Y | +77.6% | -43.3% | +120.8% | +92.2% |
| 3Y | +392.8% | -8.5% | +401.4% | +375.5% |
| 5Y | +234.1% | -72.7% | +306.9% | +257.6% |
| All | +1,194.6% | -43.2% | +1,237.9% | +1,007.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling