+231.1%
HOOD vs CHWY
-76.5%
+307.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -10.8% | +9.1% | +3.0% |
| 7D | +7.7% | -14.1% | +21.9% | +14.9% |
| 30D | +22.0% | -8.1% | +30.1% | +25.9% |
| 3M | +37.6% | +1.7% | +35.9% | +33.9% |
| 6M | +45.3% | -20.7% | +65.9% | +57.4% |
| YTD | +1.9% | -37.2% | +39.1% | +22.3% |
| 1Y | -2.7% | -50.7% | +48.0% | +28.0% |
| 3Y | +973.4% | -9.7% | +983.1% | +886.8% |
| 5Y | +179.3% | -72.9% | +252.2% | +347.9% |
| All | +231.1% | -76.5% | +307.6% | +489.4% |
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