+143.1%
CELH vs HAS
+686.1%
-543.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +1.9% |
| 7D | +0.8% | +1.4% | -0.6% | +0.4% |
| 30D | +19.3% | +26.3% | -7.0% | +10.4% |
| 3M | +12.6% | +25.6% | -13.0% | +4.5% |
| 6M | +16.4% | +30.3% | -13.9% | +6.2% |
| YTD | -29.1% | +50.4% | -79.5% | -38.6% |
| 1Y | -26.3% | +57.7% | -84.1% | -37.2% |
| 3Y | -40.1% | +213.4% | -253.5% | -60.2% |
| 5Y | +16.7% | +49.1% | -32.4% | -1.5% |
| 10Y | +4,466.2% | +98.5% | +4,367.7% | +3,362.4% |
| All | +143.1% | +686.1% | -543.0% | +62.9% |
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