+1,593.9%
CELH vs HUT
+422.3%
+1,171.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.2% | -9.2% | -3.6% |
| 7D | -7.0% | +17.8% | -24.8% | -8.6% |
| 30D | +5.2% | +0.8% | +4.3% | +4.7% |
| 3M | +10.5% | -26.8% | +37.3% | +12.2% |
| 6M | -32.7% | +72.6% | -105.3% | -38.5% |
| YTD | -33.0% | +103.6% | -136.6% | -40.3% |
| 1Y | -49.5% | +265.3% | -314.8% | -58.5% |
| 3Y | -52.6% | +689.4% | -742.1% | -67.7% |
| 5Y | +5.2% | +75.3% | -70.1% | -25.1% |
| All | +1,593.9% | +422.3% | +1,171.6% | +1,019.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling