+36.9%
CELH vs HTZ
-92.6%
+129.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.3% |
| 7D | +10.8% | -16.4% | +27.2% | +12.9% |
| 30D | +16.1% | -15.1% | +31.2% | +17.8% |
| 3M | +19.5% | -28.2% | +47.7% | +22.6% |
| 6M | +2.8% | -73.1% | +75.8% | +18.6% |
| YTD | -27.4% | -68.3% | +40.9% | -20.3% |
| 1Y | -20.1% | -75.2% | +55.2% | -8.5% |
| 3Y | -42.9% | -81.1% | +38.2% | -38.2% |
| 5Y | -1.9% | -95.0% | +93.1% | +53.4% |
| All | +36.9% | -92.6% | +129.5% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling