+1,371.3%
CELH vs HUT
+405.9%
+965.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.9% | -3.1% |
| 7D | -15.8% | +2.8% | -18.6% | -16.0% |
| 30D | -5.2% | +2.1% | -7.2% | -5.8% |
| 3M | -6.1% | -14.3% | +8.1% | -6.1% |
| 6M | -40.9% | +84.2% | -125.1% | -46.3% |
| YTD | -41.8% | +97.2% | -139.0% | -48.0% |
| 1Y | -52.6% | +192.7% | -245.4% | -60.1% |
| 3Y | -60.4% | +712.6% | -772.9% | -73.1% |
| 5Y | -12.6% | +85.5% | -98.1% | -38.0% |
| All | +1,371.3% | +405.9% | +965.4% | +875.5% |
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