+116.4%
HPE vs CHWY
-28.3%
+144.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.1% | -11.8% | -5.4% |
| 7D | -17.0% | +13.4% | -30.3% | -16.7% |
| 30D | -26.7% | +28.4% | -55.2% | -27.0% |
| 3M | -4.1% | -2.9% | -1.2% | -2.3% |
| 6M | +75.4% | -4.7% | +80.1% | +81.1% |
| YTD | +111.0% | -29.2% | +140.2% | +129.1% |
| 1Y | +116.4% | -30.7% | +147.2% | +137.3% |
| All | +116.4% | -28.3% | +144.8% | +137.3% |
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