+1,691.2%
CELH vs HUT
+221.4%
+1,469.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.1% | +8.8% | +2.4% |
| 7D | +0.8% | +9.3% | -8.5% | -0.2% |
| 30D | +19.3% | -23.1% | +42.4% | +21.2% |
| 3M | +12.6% | -30.6% | +43.2% | +14.9% |
| 6M | +16.4% | -46.9% | +63.2% | +20.1% |
| YTD | -29.1% | +25.3% | -54.4% | -34.7% |
| 1Y | -26.3% | +59.8% | -86.2% | -34.4% |
| 3Y | -40.1% | +467.2% | -507.3% | -58.3% |
| 5Y | +16.7% | -24.6% | +41.3% | -11.6% |
| All | +1,691.2% | +221.4% | +1,469.7% | +1,125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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