+3,733.8%
CELH vs HALO
+979.6%
+2,754.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -11.2% | -2.7% | -8.5% | -10.4% |
| 30D | -1.4% | +5.3% | -6.8% | -3.0% |
| 3M | -4.2% | +51.6% | -55.7% | -15.8% |
| 6M | -40.5% | +61.3% | -101.7% | -49.0% |
| YTD | -40.5% | +59.3% | -99.8% | -49.1% |
| 1Y | -53.0% | +38.3% | -91.3% | -58.2% |
| 3Y | -59.1% | +185.9% | -244.9% | -73.1% |
| 5Y | -10.7% | +159.9% | -170.6% | -40.2% |
| All | +3,733.8% | +979.6% | +2,754.2% | +1,928.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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