+34.2%
HYG vs CHWY
-43.2%
+77.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.1% |
| 7D | -0.7% | -13.6% | +12.9% | 0.0% |
| 30D | -0.7% | -8.5% | +7.8% | -0.3% |
| 3M | -0.2% | +8.9% | -9.1% | -0.8% |
| 6M | +1.4% | -20.5% | +21.9% | +2.3% |
| YTD | +1.5% | -38.2% | +39.6% | +3.5% |
| 1Y | +2.9% | -43.3% | +46.1% | +5.3% |
| 3Y | +25.6% | -8.5% | +34.2% | +23.4% |
| 5Y | +18.6% | -72.7% | +91.3% | +21.0% |
| All | +34.2% | -43.2% | +77.5% | +24.1% |
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