+1,225.5%
HWM vs CHWY
-43.2%
+1,268.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +1.0% |
| 7D | -11.4% | -13.6% | +2.2% | -10.5% |
| 30D | -18.5% | -8.5% | -9.9% | -18.0% |
| 3M | -13.2% | +8.9% | -22.1% | -14.1% |
| 6M | -8.7% | -20.5% | +11.8% | -7.6% |
| YTD | +12.2% | -38.2% | +50.3% | +15.6% |
| 1Y | +24.9% | -43.3% | +68.2% | +29.5% |
| 3Y | +383.9% | -8.5% | +392.5% | +375.5% |
| 5Y | +646.1% | -72.7% | +718.9% | +643.6% |
| All | +1,225.5% | -43.2% | +1,268.8% | +1,033.0% |
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