+3,733.8%
CELH vs HUBB
+446.9%
+3,286.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.4% |
| 7D | -11.2% | -0.1% | -11.2% | -11.1% |
| 30D | -1.4% | -10.0% | +8.5% | +3.2% |
| 3M | -4.2% | -1.6% | -2.6% | -4.4% |
| 6M | -40.5% | -3.1% | -37.4% | -40.8% |
| YTD | -40.5% | +4.6% | -45.1% | -43.3% |
| 1Y | -53.0% | +3.3% | -56.3% | -54.9% |
| 3Y | -59.1% | +46.6% | -105.6% | -67.8% |
| 5Y | -10.7% | +158.7% | -169.4% | -47.5% |
| All | +3,733.8% | +446.9% | +3,286.9% | +1,827.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling