-5.0%
CELH vs HTZ
-95.0%
+90.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -8.4% | +15.4% | +8.2% |
| 7D | +10.4% | -14.6% | +25.0% | +12.2% |
| 30D | +19.5% | -20.8% | +40.2% | +22.3% |
| 3M | +35.3% | -18.8% | +54.1% | +36.6% |
| 6M | -2.0% | -74.7% | +72.7% | +14.7% |
| YTD | -29.7% | -68.1% | +38.4% | -22.7% |
| 1Y | -28.6% | -73.5% | +44.9% | -19.2% |
| 3Y | -45.5% | -81.8% | +36.4% | -38.4% |
| All | -5.0% | -95.0% | +90.0% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling