-59.1%
CELH vs HLT
+99.0%
-158.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -11.2% | -1.6% | -9.6% | -10.7% |
| 30D | -1.4% | -5.0% | +3.6% | +0.6% |
| 3M | -4.2% | -10.4% | +6.2% | -0.1% |
| 6M | -40.5% | +3.2% | -43.7% | -41.1% |
| YTD | -40.5% | +6.7% | -47.2% | -41.8% |
| 1Y | -53.0% | +10.3% | -63.3% | -54.7% |
| 3Y | -59.1% | +99.3% | -158.4% | -74.9% |
| All | -59.1% | +99.0% | -158.1% | -74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling