+104.1%
CELH vs HUBB
+1,467.9%
-1,363.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.5% |
| 7D | -11.2% | -0.1% | -11.2% | -11.2% |
| 30D | -1.4% | -10.0% | +8.5% | +2.4% |
| 3M | -4.2% | -1.6% | -2.6% | -4.2% |
| 6M | -40.5% | -3.1% | -37.4% | -40.6% |
| YTD | -40.5% | +4.6% | -45.1% | -42.6% |
| 1Y | -53.0% | +3.3% | -56.3% | -54.4% |
| 3Y | -59.1% | +46.6% | -105.6% | -65.9% |
| 5Y | -10.7% | +158.7% | -169.4% | -39.9% |
| 10Y | +3,788.6% | +443.5% | +3,345.1% | +1,945.4% |
| All | +104.1% | +1,467.9% | -1,363.8% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling