+93.3%
HAL vs CELH
-10.8%
+104.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.9% | -0.8% |
| 7D | -3.3% | -11.2% | +7.9% | -2.6% |
| 30D | +8.2% | -1.4% | +9.6% | +8.1% |
| 3M | -9.4% | -4.2% | -5.3% | -9.7% |
| 6M | +0.6% | -40.5% | +41.1% | +3.7% |
| YTD | +28.6% | -40.5% | +69.1% | +32.3% |
| 1Y | +63.9% | -53.0% | +116.9% | +70.9% |
| 3Y | -7.1% | -59.1% | +51.9% | -5.2% |
| All | +93.3% | -10.8% | +104.1% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling