+73.6%
HAL vs CELH
+283.2%
-209.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.5% |
| 7D | +2.9% | -7.0% | +10.0% | +3.1% |
| 30D | +17.0% | +5.2% | +11.9% | +16.7% |
| 3M | -9.7% | +10.5% | -20.1% | -10.1% |
| 6M | +8.6% | -32.7% | +41.3% | +9.5% |
| YTD | +33.0% | -33.0% | +66.0% | +34.0% |
| 1Y | +68.3% | -49.5% | +117.9% | +70.6% |
| 3Y | +0.1% | -52.6% | +52.7% | +0.6% |
| 5Y | +102.6% | +5.2% | +97.4% | +96.7% |
| 10Y | +3.8% | +4,178.1% | -4,174.3% | -9.4% |
| All | +73.6% | +283.2% | -209.7% | +13.8% |
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