-59.1%
CELH vs HUBS
-58.2%
-0.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | -11.2% | -9.0% | -2.2% | -9.5% |
| 30D | -1.4% | +7.2% | -8.7% | -3.2% |
| 3M | -4.2% | +20.9% | -25.0% | -7.0% |
| 6M | -40.5% | -13.0% | -27.4% | -39.9% |
| YTD | -40.5% | -43.8% | +3.4% | -36.0% |
| 1Y | -53.0% | -54.6% | +1.6% | -47.5% |
| 3Y | -59.1% | -58.5% | -0.6% | -53.1% |
| All | -59.1% | -58.2% | -0.8% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 3y: compounded portfolio wealth divided by compounded HUBS 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…
3y analysis · Full analysis span regression · 6 months rolling