-40.5%
CELH vs HUM
+138.6%
-179.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | 0.0% | +2.8% |
| 7D | -11.2% | +2.1% | -13.3% | -10.8% |
| 30D | -1.4% | +5.4% | -6.8% | 0.0% |
| 3M | -4.2% | +11.4% | -15.6% | -0.8% |
| 6M | -40.5% | +141.5% | -182.0% | -31.2% |
| All | -40.5% | +138.6% | -179.1% | -31.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling