-48.4%
CELH vs HUBB
-4.0%
-44.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.0% | +3.0% |
| 7D | +9.9% | +0.2% | +9.7% | +9.7% |
| 30D | +11.7% | -8.8% | +20.6% | +13.8% |
| 3M | +4.1% | -12.5% | +16.6% | +7.0% |
| 6M | -8.4% | -14.5% | +6.1% | -6.3% |
| YTD | -32.8% | -0.4% | -32.3% | -41.3% |
| 1Y | -48.4% | -3.4% | -44.9% | -53.5% |
| All | -48.4% | -4.0% | -44.4% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling