+380.3%
HWM vs CHWY
-8.9%
+389.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.2% |
| 7D | -12.5% | -12.0% | -0.5% | -11.6% |
| 30D | -19.0% | -6.2% | -12.8% | -18.7% |
| 3M | -8.6% | +5.5% | -14.1% | -9.5% |
| 6M | -10.2% | -17.8% | +7.6% | -9.0% |
| YTD | +11.3% | -36.2% | +47.5% | +15.9% |
| 1Y | +24.3% | -40.0% | +64.2% | +30.1% |
| All | +380.3% | -8.9% | +389.3% | +364.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling