-59.1%
CELH vs HUM
-9.4%
-49.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | 0.0% | +2.1% |
| 7D | -11.2% | +2.1% | -13.3% | -11.3% |
| 30D | -1.4% | +5.4% | -6.8% | -1.6% |
| 3M | -4.2% | +11.4% | -15.6% | -4.5% |
| 6M | -40.5% | +141.5% | -182.0% | -43.7% |
| YTD | -40.5% | +61.2% | -101.7% | -42.2% |
| 1Y | -53.0% | +49.2% | -102.2% | -54.1% |
| 3Y | -59.1% | -9.0% | -50.0% | -58.2% |
| All | -59.1% | -9.4% | -49.7% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling