+58.2%
HAL vs CELH
+305.2%
-247.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.5% | +3.1% |
| 7D | +6.1% | +0.8% | +5.3% | +6.1% |
| 30D | +2.9% | +19.3% | -16.4% | +2.3% |
| 3M | +3.3% | +12.6% | -9.3% | +2.9% |
| 6M | -16.9% | +16.4% | -33.3% | -17.6% |
| YTD | +21.2% | -29.1% | +50.3% | +21.8% |
| 1Y | +27.5% | -26.3% | +53.9% | +28.0% |
| 3Y | -6.4% | -40.1% | +33.7% | -6.6% |
| 5Y | +58.0% | +16.7% | +41.3% | +53.0% |
| 10Y | -14.6% | +4,466.2% | -4,480.8% | -25.7% |
| All | +58.2% | +305.2% | -247.1% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling