+130.0%
CELH vs THC
+773.0%
-643.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -7.0% | -0.7% | -6.4% | -7.0% |
| 30D | +5.2% | +1.3% | +3.9% | +5.1% |
| 3M | +10.5% | +64.2% | -53.8% | +3.9% |
| 6M | -32.7% | +8.3% | -41.0% | -33.6% |
| YTD | -33.0% | +33.4% | -66.3% | -35.6% |
| 1Y | -49.5% | +37.7% | -87.2% | -51.8% |
| 3Y | -52.6% | +236.8% | -289.4% | -60.0% |
| 5Y | +5.2% | +249.3% | -244.0% | -12.5% |
| 10Y | +4,178.1% | +995.2% | +3,182.9% | +3,019.8% |
| All | +130.0% | +773.0% | -643.1% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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