+107.3%
CELH vs HRB
+278.4%
-171.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.6% | -4.9% | -6.0% |
| 7D | -11.7% | -10.6% | -1.1% | -8.9% |
| 30D | +1.6% | -0.8% | +2.4% | +1.2% |
| 3M | -2.0% | +19.1% | -21.0% | -7.4% |
| 6M | -36.2% | +48.7% | -84.9% | -44.0% |
| YTD | -39.6% | +7.1% | -46.7% | -42.2% |
| 1Y | -50.7% | -8.3% | -42.4% | -50.9% |
| 3Y | -58.9% | +25.8% | -84.7% | -63.6% |
| 5Y | -5.4% | +111.1% | -116.5% | -27.4% |
| 10Y | +3,848.6% | +206.6% | +3,642.0% | +2,479.2% |
| All | +107.3% | +278.4% | -171.1% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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