+130.0%
CELH vs HST
+76.1%
+53.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -7.0% | -1.0% | -6.0% | -6.8% |
| 30D | +5.2% | -12.3% | +17.4% | +8.3% |
| 3M | +10.5% | -6.4% | +16.8% | +12.3% |
| 6M | -32.7% | +15.0% | -47.7% | -34.6% |
| YTD | -33.0% | +30.5% | -63.5% | -36.6% |
| 1Y | -49.5% | +35.7% | -85.2% | -52.9% |
| 3Y | -52.6% | +68.4% | -121.0% | -57.9% |
| 5Y | +5.2% | +73.1% | -67.9% | -6.1% |
| 10Y | +4,178.1% | +92.7% | +4,085.4% | +3,551.5% |
| All | +130.0% | +76.1% | +53.9% | +111.5% |
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 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