+3,733.8%
CELH vs HUM
+152.7%
+3,581.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | 0.0% | +1.7% |
| 7D | -11.2% | +2.1% | -13.3% | -11.6% |
| 30D | -1.4% | +5.4% | -6.8% | -2.6% |
| 3M | -4.2% | +11.4% | -15.6% | -6.7% |
| 6M | -40.5% | +141.5% | -182.0% | -52.4% |
| YTD | -40.5% | +61.2% | -101.7% | -48.0% |
| 1Y | -53.0% | +49.2% | -102.2% | -58.2% |
| 3Y | -59.1% | -9.0% | -50.0% | -59.5% |
| 5Y | -10.7% | +7.2% | -17.9% | -17.4% |
| All | +3,733.8% | +152.7% | +3,581.1% | +2,932.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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