-40.1%
CELH vs HAS
+212.5%
-252.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +1.9% |
| 7D | +0.8% | +1.4% | -0.6% | +0.5% |
| 30D | +19.3% | +26.3% | -7.0% | +11.8% |
| 3M | +12.6% | +25.6% | -13.0% | +5.8% |
| 6M | +16.4% | +30.3% | -13.9% | +8.1% |
| YTD | -29.1% | +50.4% | -79.5% | -37.0% |
| 1Y | -26.3% | +57.7% | -84.1% | -35.4% |
| 3Y | -40.1% | +213.4% | -253.5% | -54.0% |
| All | -40.1% | +212.5% | -252.6% | -54.0% |
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