+40.0%
HLT vs CHWY
-31.6%
+71.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.7% |
| 7D | +3.6% | +10.4% | -6.9% | +2.6% |
| 30D | +14.6% | +26.8% | -12.2% | +12.2% |
| 3M | +13.9% | -4.3% | +18.2% | +13.9% |
| 6M | +18.3% | -6.3% | +24.6% | +18.7% |
| YTD | +28.9% | -30.4% | +59.3% | +33.8% |
| 1Y | +40.0% | -30.5% | +70.5% | +43.8% |
| All | +40.0% | -31.6% | +71.6% | +43.8% |
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