+61.4%
HST vs CHWY
-42.4%
+103.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.8% | +10.7% | +0.8% |
| 7D | -0.3% | -14.1% | +13.8% | +0.9% |
| 30D | -2.8% | -8.1% | +5.4% | -2.1% |
| 3M | -6.5% | +1.7% | -8.2% | -6.8% |
| 6M | +20.7% | -20.7% | +41.4% | +22.6% |
| YTD | +30.5% | -37.2% | +67.7% | +34.9% |
| 1Y | +36.8% | -50.7% | +87.5% | +43.9% |
| 3Y | +65.9% | -9.7% | +75.6% | +62.6% |
| 5Y | +73.9% | -72.9% | +146.8% | +74.5% |
| All | +61.4% | -42.4% | +103.7% | +36.8% |
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