+66.5%
HST vs CHWY
-11.7%
+78.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.7% |
| 7D | +0.9% | -13.6% | +14.5% | +2.2% |
| 30D | -2.5% | -8.5% | +6.1% | -1.7% |
| 3M | -5.1% | +8.9% | -14.0% | -6.0% |
| 6M | +21.6% | -20.5% | +42.1% | +23.8% |
| YTD | +31.6% | -38.2% | +69.8% | +36.8% |
| 1Y | +36.1% | -43.3% | +79.4% | +42.4% |
| 3Y | +66.5% | -8.5% | +75.0% | +68.0% |
| All | +66.5% | -11.7% | +78.2% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling