-5.4%
CELH vs HAS
+10.8%
-16.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -5.8% |
| 7D | -11.7% | -4.8% | -6.8% | -9.5% |
| 30D | +1.6% | -5.1% | +6.7% | +4.3% |
| 3M | -2.0% | +6.4% | -8.3% | -5.0% |
| 6M | -36.2% | -5.6% | -30.5% | -34.8% |
| YTD | -39.6% | +11.0% | -50.5% | -43.6% |
| 1Y | -50.7% | +16.8% | -67.5% | -55.1% |
| 3Y | -58.9% | +44.0% | -102.9% | -67.2% |
| 5Y | -5.4% | +11.0% | -16.4% | +14.6% |
| All | -5.4% | +10.8% | -16.2% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling