+248.6%
HD vs CELH
+4,466.2%
-4,217.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | 0.0% |
| 7D | +1.5% | +0.8% | +0.7% | +1.4% |
| 30D | +18.0% | +19.3% | -1.3% | +16.0% |
| 3M | +2.8% | +12.6% | -9.9% | +1.5% |
| 6M | +17.0% | +16.4% | +0.6% | +14.5% |
| YTD | +3.5% | -29.1% | +32.7% | +5.7% |
| 1Y | -2.6% | -26.3% | +23.8% | -1.0% |
| 3Y | +30.7% | -40.1% | +70.8% | +30.7% |
| 5Y | +6.2% | +16.7% | -10.5% | -4.8% |
| All | +248.6% | +4,466.2% | -4,217.6% | +119.4% |
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