+203.4%
HD vs CELH
+3,704.3%
-3,500.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.1% | -1.2% |
| 7D | -3.9% | -15.8% | +11.9% | -2.4% |
| 30D | -13.1% | -5.2% | -7.9% | -12.8% |
| 3M | -3.4% | -6.1% | +2.7% | -3.3% |
| 6M | -12.6% | -40.9% | +28.3% | -8.9% |
| YTD | -9.2% | -41.8% | +32.5% | -5.5% |
| 1Y | -23.9% | -52.6% | +28.7% | -19.8% |
| 3Y | +0.4% | -60.4% | +60.8% | +4.5% |
| 5Y | +4.5% | -12.6% | +17.2% | -4.0% |
| All | +203.4% | +3,704.3% | -3,500.9% | +95.4% |
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