+130.0%
CELH vs HAS
+503.4%
-373.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -7.0% | -1.8% | -5.2% | -6.5% |
| 30D | +5.2% | +2.3% | +2.9% | +4.6% |
| 3M | +10.5% | +10.4% | +0.1% | +6.8% |
| 6M | -32.7% | -3.2% | -29.5% | -32.3% |
| YTD | -33.0% | +15.4% | -48.4% | -36.6% |
| 1Y | -49.5% | +18.8% | -68.3% | -52.7% |
| 3Y | -52.6% | +43.9% | -96.6% | -59.4% |
| 5Y | +5.2% | +13.9% | -8.7% | -3.1% |
| 10Y | +4,178.1% | +56.4% | +4,121.7% | +3,422.8% |
| All | +130.0% | +503.4% | -373.4% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling