+3,733.8%
CELH vs HST
+110.3%
+3,623.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.8% | +2.0% |
| 7D | -11.2% | +0.9% | -12.1% | -11.5% |
| 30D | -1.4% | -2.5% | +1.0% | -0.4% |
| 3M | -4.2% | -5.1% | +1.0% | -1.7% |
| 6M | -40.5% | +21.6% | -62.1% | -44.9% |
| YTD | -40.5% | +31.6% | -72.1% | -46.9% |
| 1Y | -53.0% | +36.1% | -89.1% | -59.1% |
| 3Y | -59.1% | +66.5% | -125.5% | -67.7% |
| 5Y | -10.7% | +76.6% | -87.3% | -30.2% |
| All | +3,733.8% | +110.3% | +3,623.5% | +2,631.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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