+396.0%
HPE vs CHWY
-72.6%
+468.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -3.0% | +15.5% | +12.8% |
| 7D | +19.4% | -13.6% | +33.0% | +21.3% |
| 30D | +5.6% | -8.5% | +14.2% | +6.3% |
| 3M | +33.1% | +8.9% | +24.2% | +30.3% |
| 6M | +192.5% | -20.5% | +212.9% | +198.0% |
| YTD | +160.9% | -38.2% | +199.1% | +174.1% |
| 1Y | +155.0% | -43.3% | +198.2% | +170.1% |
| 3Y | +289.4% | -8.5% | +297.9% | +282.3% |
| All | +396.0% | -72.6% | +468.7% | +366.4% |
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 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