+995.6%
HUT vs CHWY
-43.2%
+1,038.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.0% | +11.9% | +10.0% |
| 7D | +5.4% | -13.6% | +19.0% | +11.2% |
| 30D | +8.6% | -8.5% | +17.2% | +11.4% |
| 3M | -15.2% | +8.9% | -24.1% | -20.5% |
| 6M | +92.9% | -20.5% | +113.3% | +103.6% |
| YTD | +114.6% | -38.2% | +152.8% | +149.7% |
| 1Y | +208.5% | -43.3% | +251.8% | +267.9% |
| 3Y | +821.5% | -8.5% | +830.0% | +726.8% |
| 5Y | +101.8% | -72.7% | +174.6% | +164.6% |
| All | +995.6% | -43.2% | +1,038.8% | +1,088.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling