-8.2%
DHR vs CELH
-60.2%
+52.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.4% |
| 7D | -3.6% | -11.2% | +7.6% | -2.7% |
| 30D | -2.7% | -1.4% | -1.3% | -2.7% |
| 3M | +10.9% | -4.2% | +15.1% | +10.9% |
| 6M | +3.0% | -40.5% | +43.5% | +6.6% |
| YTD | -12.2% | -40.5% | +28.3% | -9.3% |
| 1Y | +3.3% | -53.0% | +56.3% | +8.1% |
| 3Y | -8.2% | -59.1% | +50.8% | -6.6% |
| All | -8.2% | -60.2% | +52.0% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 3y: compounded portfolio wealth divided by compounded CELH 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…
3y analysis · Full analysis span regression · 6 months rolling