+233.9%
HLT vs CHWY
-43.2%
+277.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.2% |
| 7D | -1.6% | -13.6% | +12.0% | -0.5% |
| 30D | -5.0% | -8.5% | +3.5% | -4.4% |
| 3M | -10.4% | +8.9% | -19.3% | -11.3% |
| 6M | +3.2% | -20.5% | +23.7% | +4.6% |
| YTD | +6.7% | -38.2% | +44.9% | +10.2% |
| 1Y | +10.3% | -43.3% | +53.5% | +14.5% |
| 3Y | +99.3% | -8.5% | +107.9% | +95.8% |
| 5Y | +143.7% | -72.7% | +216.4% | +142.7% |
| All | +233.9% | -43.2% | +277.1% | +228.2% |
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