+1,236.6%
HWM vs CHWY
-35.4%
+1,272.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.6% | -9.1% | -10.6% |
| 7D | -9.2% | -1.9% | -7.3% | -9.0% |
| 30D | -17.9% | -1.1% | -16.8% | -17.9% |
| 3M | -6.0% | +15.5% | -21.5% | -7.4% |
| 6M | -7.4% | -8.5% | +1.1% | -7.2% |
| YTD | +13.1% | -29.6% | +42.7% | +15.6% |
| 1Y | +29.3% | -44.1% | +73.4% | +34.2% |
| 3Y | +389.9% | +1.2% | +388.7% | +378.1% |
| 5Y | +655.5% | -69.4% | +724.9% | +646.3% |
| All | +1,236.6% | -35.4% | +1,272.0% | +1,032.3% |
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