-58.4%
CELH vs HST
+65.3%
-123.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.4% |
| 7D | -11.7% | -0.3% | -11.3% | -11.6% |
| 30D | +1.6% | -2.8% | +4.4% | +2.6% |
| 3M | -2.0% | -6.5% | +4.5% | +1.2% |
| 6M | -36.2% | +20.7% | -56.9% | -39.7% |
| YTD | -39.6% | +30.5% | -70.0% | -44.6% |
| 1Y | -50.7% | +36.8% | -87.5% | -55.7% |
| All | -58.4% | +65.3% | -123.7% | -68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling