+2.1%
HD vs CELH
-59.6%
+61.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.6% |
| 7D | -1.8% | -11.7% | +9.9% | -1.0% |
| 30D | -10.8% | +1.6% | -12.4% | -11.0% |
| 3M | -2.7% | -2.0% | -0.7% | -2.8% |
| 6M | -10.3% | -36.2% | +25.9% | -8.4% |
| YTD | -7.8% | -39.6% | +31.8% | -5.7% |
| 1Y | -23.1% | -50.7% | +27.5% | -20.9% |
| All | +2.1% | -59.6% | +61.7% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling