+121.7%
CELH vs HSY
+441.7%
-320.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -3.8% | -1.6% | -2.2% | -3.3% |
| 30D | +6.4% | -4.2% | +10.7% | +7.9% |
| 3M | +5.6% | -0.7% | +6.3% | +5.6% |
| 6M | -31.1% | -21.8% | -9.3% | -26.4% |
| YTD | -35.4% | -2.7% | -32.7% | -35.3% |
| 1Y | -46.9% | -4.8% | -42.1% | -46.6% |
| 3Y | -56.0% | -9.4% | -46.7% | -55.8% |
| 5Y | +1.2% | +11.3% | -10.0% | -3.6% |
| 10Y | +4,043.9% | +125.0% | +3,918.9% | +3,352.5% |
| All | +121.7% | +441.7% | -320.0% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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