+104.1%
CELH vs HUM
+763.7%
-659.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | 0.0% | +1.8% |
| 7D | -11.2% | +2.1% | -13.3% | -11.6% |
| 30D | -1.4% | +5.4% | -6.8% | -2.5% |
| 3M | -4.2% | +11.4% | -15.6% | -6.5% |
| 6M | -40.5% | +141.5% | -182.0% | -51.0% |
| YTD | -40.5% | +61.2% | -101.7% | -47.2% |
| 1Y | -53.0% | +49.2% | -102.2% | -57.7% |
| 3Y | -59.1% | -9.0% | -50.0% | -60.3% |
| 5Y | -10.7% | +7.2% | -17.9% | -17.1% |
| 10Y | +3,788.6% | +152.7% | +3,635.9% | +2,930.4% |
| All | +104.1% | +763.7% | -659.6% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling