+6.2%
HD vs CELH
-4.4%
+10.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.4% |
| 7D | -1.8% | -11.7% | +9.9% | -0.6% |
| 30D | -10.8% | +1.6% | -12.4% | -11.1% |
| 3M | -2.7% | -2.0% | -0.7% | -3.0% |
| 6M | -10.3% | -36.2% | +25.9% | -7.0% |
| YTD | -7.8% | -39.6% | +31.8% | -4.2% |
| 1Y | -23.1% | -50.7% | +27.5% | -19.1% |
| 3Y | +2.0% | -58.9% | +60.9% | +6.7% |
| 5Y | +6.2% | -5.4% | +11.6% | -10.2% |
| All | +6.2% | -4.4% | +10.6% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling