+3,733.8%
CELH vs HLT
+590.2%
+3,143.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -11.2% | -1.6% | -9.6% | -10.5% |
| 30D | -1.4% | -5.0% | +3.6% | +1.4% |
| 3M | -4.2% | -10.4% | +6.2% | +1.6% |
| 6M | -40.5% | +3.2% | -43.7% | -41.6% |
| YTD | -40.5% | +6.7% | -47.2% | -42.9% |
| 1Y | -53.0% | +10.3% | -63.3% | -56.0% |
| 3Y | -59.1% | +99.3% | -158.4% | -73.3% |
| 5Y | -10.7% | +143.7% | -154.4% | -46.1% |
| All | +3,733.8% | +590.2% | +3,143.6% | +1,578.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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