-49.5%
CELH vs HUBB
+8.5%
-58.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -7.0% | +0.5% | -7.6% | -7.2% |
| 30D | +5.2% | -10.0% | +15.2% | +7.9% |
| 3M | +10.5% | -4.8% | +15.3% | +10.3% |
| 6M | -32.7% | -5.6% | -27.2% | -33.8% |
| YTD | -33.0% | +4.7% | -37.6% | -39.1% |
| 1Y | -49.5% | +6.7% | -56.2% | -54.5% |
| All | -49.5% | +8.5% | -58.0% | -54.5% |
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