-56.0%
CELH vs HAS
+45.6%
-101.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -2.9% |
| 7D | -3.8% | -3.1% | -0.7% | -2.9% |
| 30D | +6.4% | -2.7% | +9.2% | +7.4% |
| 3M | +5.6% | +8.9% | -3.3% | +3.2% |
| 6M | -31.1% | -2.9% | -28.2% | -30.6% |
| YTD | -35.4% | +12.6% | -48.0% | -38.0% |
| 1Y | -46.9% | +17.5% | -64.3% | -49.7% |
| 3Y | -56.0% | +46.2% | -102.2% | -59.8% |
| All | -56.0% | +45.6% | -101.6% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 3y: compounded portfolio wealth divided by compounded HAS 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…
3y analysis · Full analysis span regression · 6 months rolling