+177.3%
HOOD vs CHWY
-72.6%
+249.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | +0.6% |
| 7D | -7.8% | -13.6% | +5.8% | -2.1% |
| 30D | +18.6% | -8.5% | +27.2% | +22.6% |
| 3M | +22.1% | +8.9% | +13.2% | +15.6% |
| 6M | +43.1% | -20.5% | +63.5% | +54.6% |
| YTD | -0.5% | -38.2% | +37.7% | +19.8% |
| 1Y | -4.4% | -43.3% | +38.9% | +18.5% |
| 3Y | +938.5% | -8.5% | +947.0% | +851.7% |
| All | +177.3% | -72.6% | +249.9% | +296.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling