+2.6%
HAL vs CELH
+3,788.6%
-3,786.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.9% | -0.8% |
| 7D | -3.3% | -11.2% | +7.9% | -2.3% |
| 30D | +8.2% | -1.4% | +9.6% | +8.1% |
| 3M | -9.4% | -4.2% | -5.3% | -9.9% |
| 6M | +0.6% | -40.5% | +41.1% | +4.5% |
| YTD | +28.6% | -40.5% | +69.1% | +33.2% |
| 1Y | +63.9% | -53.0% | +116.9% | +72.7% |
| 3Y | -7.1% | -59.1% | +51.9% | -4.4% |
| 5Y | +102.3% | -10.7% | +113.0% | +81.4% |
| All | +2.6% | +3,788.6% | -3,786.0% | -38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling