+26.5%
CELH vs HTZ
-89.5%
+116.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.2% |
| 7D | -7.0% | +7.5% | -14.5% | -8.0% |
| 30D | +5.2% | +47.4% | -42.3% | -2.5% |
| 3M | +10.5% | -54.9% | +65.4% | +19.6% |
| 6M | -32.7% | -47.0% | +14.3% | -30.5% |
| YTD | -33.0% | -55.3% | +22.3% | -29.0% |
| 1Y | -49.5% | -57.6% | +8.1% | -47.0% |
| 3Y | -52.6% | -86.6% | +34.0% | -36.0% |
| 5Y | +5.2% | -86.1% | +91.3% | +44.5% |
| All | +26.5% | -89.5% | +116.0% | +74.7% |
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