+8,192.0%
CELH vs HBM
+649.7%
+7,542.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.4% |
| 7D | -11.7% | +5.5% | -17.2% | -12.5% |
| 30D | +1.6% | +3.3% | -1.7% | +0.8% |
| 3M | -2.0% | +12.7% | -14.6% | -4.8% |
| 6M | -36.2% | +28.2% | -64.4% | -40.4% |
| YTD | -39.6% | +45.3% | -84.9% | -45.0% |
| 1Y | -50.7% | +121.7% | -172.4% | -58.6% |
| 3Y | -58.9% | +523.5% | -582.4% | -72.2% |
| 5Y | -5.4% | +393.9% | -399.3% | -35.4% |
| 10Y | +3,848.6% | +647.9% | +3,200.7% | +2,155.2% |
| All | +8,192.0% | +649.7% | +7,542.3% | +7,077.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling