+622.3%
HWM vs CHWY
-72.6%
+695.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +1.1% |
| 7D | -11.4% | -13.6% | +2.2% | -10.1% |
| 30D | -18.5% | -8.5% | -9.9% | -17.9% |
| 3M | -13.2% | +8.9% | -22.1% | -14.5% |
| 6M | -8.7% | -20.5% | +11.8% | -7.1% |
| YTD | +12.2% | -38.2% | +50.3% | +17.2% |
| 1Y | +24.9% | -43.3% | +68.2% | +31.6% |
| 3Y | +383.9% | -8.5% | +392.5% | +369.4% |
| All | +622.3% | -72.6% | +695.0% | +589.4% |
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 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