+25.1%
CELH vs PH
+203.8%
-178.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.8% | +4.3% | -3.5% | -1.1% |
| 30D | +19.3% | +0.1% | +19.2% | +18.8% |
| 3M | +12.6% | -9.4% | +22.0% | +17.5% |
| 6M | +16.4% | +8.8% | +7.6% | +8.8% |
| YTD | -29.1% | +9.6% | -38.7% | -34.8% |
| 1Y | -26.3% | +14.4% | -40.8% | -33.8% |
| 3Y | -40.1% | +134.5% | -174.6% | -70.2% |
| All | +25.1% | +203.8% | -178.7% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 5y: compounded portfolio wealth divided by compounded PH 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…
5y analysis · Full analysis span regression · 6 months rolling