+99.7%
CELH vs HALO
+1,375.9%
-1,276.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | -15.8% | -3.4% | -12.4% | -15.3% |
| 30D | -5.2% | +4.3% | -9.5% | -5.7% |
| 3M | -6.1% | +51.8% | -57.9% | -11.5% |
| 6M | -40.9% | +57.8% | -98.7% | -44.7% |
| YTD | -41.8% | +59.0% | -100.8% | -45.7% |
| 1Y | -52.6% | +41.2% | -93.8% | -55.2% |
| 3Y | -60.4% | +177.8% | -238.2% | -66.5% |
| 5Y | -12.6% | +159.5% | -172.1% | -25.4% |
| 10Y | +3,704.3% | +963.6% | +2,740.7% | +2,744.9% |
| All | +99.7% | +1,375.9% | -1,276.1% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling