+3,733.8%
CELH vs HBM
+619.2%
+3,114.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -11.2% | -3.3% | -7.9% | -10.7% |
| 30D | -1.4% | -4.8% | +3.4% | -0.7% |
| 3M | -4.2% | -0.4% | -3.7% | -4.9% |
| 6M | -40.5% | +17.9% | -58.3% | -43.9% |
| YTD | -40.5% | +33.7% | -74.2% | -45.6% |
| 1Y | -53.0% | +95.6% | -148.6% | -60.4% |
| 3Y | -59.1% | +458.1% | -517.2% | -73.0% |
| 5Y | -10.7% | +329.0% | -339.7% | -40.1% |
| All | +3,733.8% | +619.2% | +3,114.6% | +2,332.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling