+121.7%
CELH vs HDB
+601.6%
-479.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.0% | -0.6% | -2.7% |
| 7D | -3.8% | -2.0% | -1.7% | -3.2% |
| 30D | +6.4% | -4.9% | +11.3% | +8.1% |
| 3M | +5.6% | -2.3% | +7.9% | +5.9% |
| 6M | -31.1% | -23.7% | -7.4% | -25.9% |
| YTD | -35.4% | -38.5% | +3.1% | -26.0% |
| 1Y | -46.9% | -36.5% | -10.4% | -39.9% |
| 3Y | -56.0% | -28.5% | -27.6% | -52.6% |
| 5Y | +1.2% | -37.4% | +38.6% | +13.4% |
| 10Y | +4,043.9% | +34.0% | +4,009.9% | +3,641.4% |
| All | +121.7% | +601.6% | -479.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HDB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling