-36.2%
CELH vs HUBB
-1.1%
-35.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.1% | -4.4% | -6.3% |
| 7D | -11.7% | +1.1% | -12.8% | -11.7% |
| 30D | +1.6% | -9.6% | +11.2% | +2.2% |
| 3M | -2.0% | -6.2% | +4.2% | -2.8% |
| 6M | -36.2% | -6.2% | -30.0% | -38.7% |
| All | -36.2% | -1.1% | -35.1% | -38.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling