-53.0%
CELH vs HST
+36.5%
-89.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.8% | +2.2% |
| 7D | -11.2% | +0.9% | -12.1% | -11.3% |
| 30D | -1.4% | -2.5% | +1.0% | -1.4% |
| 3M | -4.2% | -5.1% | +1.0% | -2.1% |
| 6M | -40.5% | +21.6% | -62.1% | -35.4% |
| YTD | -40.5% | +31.6% | -72.1% | -31.1% |
| 1Y | -53.0% | +36.1% | -89.1% | -33.5% |
| All | -53.0% | +36.5% | -89.5% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling