+5.3%
HUM vs CHWY
-72.6%
+78.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.3% | +2.4% |
| 7D | +2.1% | -13.6% | +15.7% | +2.7% |
| 30D | +5.4% | -8.5% | +13.9% | +5.8% |
| 3M | +11.4% | +8.9% | +2.5% | +10.7% |
| 6M | +141.5% | -20.5% | +162.0% | +143.5% |
| YTD | +61.2% | -38.2% | +99.3% | +64.5% |
| 1Y | +49.2% | -43.3% | +92.4% | +52.7% |
| 3Y | -9.0% | -8.5% | -0.5% | -10.7% |
| All | +5.3% | -72.6% | +78.0% | +3.7% |
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