+104.1%
CELH vs HBAN
+46.1%
+58.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | -11.2% | -1.0% | -10.2% | -11.1% |
| 30D | -1.4% | -5.6% | +4.2% | -0.7% |
| 3M | -4.2% | -1.1% | -3.0% | -4.0% |
| 6M | -40.5% | +9.9% | -50.3% | -41.2% |
| YTD | -40.5% | -0.9% | -39.5% | -40.5% |
| 1Y | -53.0% | -1.4% | -51.6% | -53.0% |
| 3Y | -59.1% | +78.2% | -137.3% | -62.1% |
| 5Y | -10.7% | +37.0% | -47.7% | -14.9% |
| 10Y | +3,788.6% | +158.9% | +3,629.7% | +3,348.0% |
| All | +104.1% | +46.1% | +58.0% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBAN.
Daily Out/Under-Performance
Portfolio return minus HBAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBAN 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 HBAN 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