+21.9%
CELH vs HTZ
-90.1%
+112.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.0% | +1.4% | -2.9% |
| 7D | -3.8% | -2.5% | -1.3% | -3.5% |
| 30D | +6.4% | -3.7% | +10.2% | +6.1% |
| 3M | +5.6% | -57.0% | +62.6% | +15.0% |
| 6M | -31.1% | -47.0% | +15.8% | -29.0% |
| YTD | -35.4% | -57.5% | +22.1% | -31.0% |
| 1Y | -46.9% | -63.5% | +16.6% | -42.7% |
| 3Y | -56.0% | -86.3% | +30.3% | -41.7% |
| 5Y | +1.2% | -86.8% | +88.0% | +40.0% |
| All | +21.9% | -90.1% | +112.0% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling