-5.4%
CELH vs HST
+75.9%
-81.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.4% |
| 7D | -11.7% | -0.3% | -11.3% | -11.5% |
| 30D | +1.6% | -2.8% | +4.4% | +3.1% |
| 3M | -2.0% | -6.5% | +4.5% | +2.3% |
| 6M | -36.2% | +20.7% | -56.9% | -42.5% |
| YTD | -39.6% | +30.5% | -70.0% | -48.1% |
| 1Y | -50.7% | +36.8% | -87.5% | -59.5% |
| 3Y | -58.9% | +65.9% | -124.8% | -71.4% |
| 5Y | -5.4% | +73.9% | -79.3% | -34.7% |
| All | -5.4% | +75.9% | -81.3% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling