+131.4%
HPQ vs CHWY
-43.2%
+174.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -3.0% | +11.4% | +8.8% |
| 7D | +9.8% | -13.6% | +23.4% | +11.6% |
| 30D | +22.4% | -8.5% | +30.9% | +23.4% |
| 3M | +45.2% | +8.9% | +36.3% | +43.0% |
| 6M | +96.4% | -20.5% | +116.9% | +100.4% |
| YTD | +65.4% | -38.2% | +103.5% | +73.7% |
| 1Y | +31.6% | -43.3% | +74.8% | +39.2% |
| 3Y | +37.0% | -8.5% | +45.6% | +32.4% |
| 5Y | +53.0% | -72.7% | +125.7% | +59.5% |
| All | +131.4% | -43.2% | +174.7% | +115.8% |
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