+143.1%
CELH vs HST
+105.4%
+37.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +0.8% | +3.6% | -2.8% | +0.1% |
| 30D | +19.3% | +11.2% | +8.1% | +16.7% |
| 3M | +12.6% | +13.1% | -0.4% | +9.8% |
| 6M | +16.4% | +23.9% | -7.5% | +11.4% |
| YTD | -29.1% | +52.3% | -81.4% | -35.1% |
| 1Y | -26.3% | +56.7% | -83.0% | -33.0% |
| 3Y | -40.1% | +87.5% | -127.6% | -48.0% |
| 5Y | +16.7% | +82.8% | -66.1% | +2.5% |
| 10Y | +4,466.2% | +134.6% | +4,331.6% | +3,654.7% |
| All | +143.1% | +105.4% | +37.7% | +116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling