+938.5%
HOOD vs CHWY
-11.7%
+950.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | +0.4% |
| 7D | -7.8% | -13.6% | +5.8% | -3.1% |
| 30D | +18.6% | -8.5% | +27.2% | +21.9% |
| 3M | +22.1% | +8.9% | +13.2% | +16.8% |
| 6M | +43.1% | -20.5% | +63.5% | +53.3% |
| YTD | -0.5% | -38.2% | +37.7% | +16.2% |
| 1Y | -4.4% | -43.3% | +38.9% | +14.4% |
| 3Y | +938.5% | -8.5% | +947.0% | +916.2% |
| All | +938.5% | -11.7% | +950.2% | +916.2% |
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 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