+4,242.0%
CELH vs HWM
+1,487.1%
+2,754.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | +0.8% | +7.3% | -6.5% | -1.2% |
| 30D | +19.3% | +1.6% | +17.7% | +18.3% |
| 3M | +12.6% | -21.9% | +34.5% | +20.0% |
| 6M | +16.4% | -19.0% | +35.4% | +21.9% |
| YTD | -29.1% | +7.9% | -37.1% | -32.3% |
| 1Y | -26.3% | +9.9% | -36.3% | -30.0% |
| 3Y | -40.1% | +342.1% | -382.3% | -64.9% |
| 5Y | +16.7% | +600.8% | -584.1% | -40.1% |
| All | +4,242.0% | +1,487.1% | +2,754.9% | +1,861.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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