+12.1%
HLT vs CHWY
-42.5%
+54.6%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.9% |
| 7D | -3.3% | +1.7% | -5.0% | -3.4% |
| 30D | -4.1% | -1.5% | -2.5% | -4.0% |
| 3M | -7.9% | +13.6% | -21.6% | -8.9% |
| 6M | +2.2% | -7.3% | +9.4% | +2.5% |
| YTD | +8.5% | -28.4% | +36.9% | +9.7% |
| 1Y | +12.1% | -42.5% | +54.6% | +13.1% |
| All | +12.1% | -42.5% | +54.6% | +13.1% |
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 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