+69.2%
HST vs CHWY
-72.6%
+141.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.8% |
| 7D | +0.9% | -13.6% | +14.5% | +2.6% |
| 30D | -2.5% | -8.5% | +6.1% | -1.5% |
| 3M | -5.1% | +8.9% | -14.0% | -6.4% |
| 6M | +21.6% | -20.5% | +42.1% | +24.2% |
| YTD | +31.6% | -38.2% | +69.8% | +38.3% |
| 1Y | +36.1% | -43.3% | +79.4% | +44.2% |
| 3Y | +66.5% | -8.5% | +75.0% | +60.6% |
| All | +69.2% | -72.6% | +141.8% | +61.9% |
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