+3,733.8%
CELH vs HDB
+42.1%
+3,691.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.9% | -4.7% | -0.5% |
| 7D | -11.2% | +0.7% | -11.9% | -11.5% |
| 30D | -1.4% | +1.0% | -2.4% | -1.8% |
| 3M | -4.2% | -2.0% | -2.2% | -4.0% |
| 6M | -40.5% | -18.1% | -22.4% | -36.0% |
| YTD | -40.5% | -36.1% | -4.4% | -29.5% |
| 1Y | -53.0% | -34.0% | -19.0% | -45.2% |
| 3Y | -59.1% | -26.7% | -32.4% | -55.3% |
| 5Y | -10.7% | -33.9% | +23.2% | -0.3% |
| All | +3,733.8% | +42.1% | +3,691.7% | +4,350.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling