+906.7%
HUT vs CHWY
-41.4%
+948.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -6.2% |
| 7D | +2.8% | -12.0% | +14.9% | +7.8% |
| 30D | +2.1% | -6.2% | +8.2% | +3.7% |
| 3M | -14.3% | +5.5% | -19.8% | -18.7% |
| 6M | +84.2% | -17.8% | +102.0% | +92.2% |
| YTD | +97.2% | -36.2% | +133.4% | +127.0% |
| 1Y | +192.7% | -40.0% | +232.7% | +241.7% |
| 3Y | +712.6% | -8.3% | +720.9% | +630.2% |
| 5Y | +85.5% | -71.9% | +157.4% | +140.5% |
| All | +906.7% | -41.4% | +948.1% | +980.5% |
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