+1,226.8%
HD vs CELH
+283.2%
+943.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.0% |
| 7D | -2.1% | -7.0% | +5.0% | -1.9% |
| 30D | -8.4% | +5.2% | -13.6% | -8.6% |
| 3M | +4.3% | +10.5% | -6.1% | +4.0% |
| 6M | -11.1% | -32.7% | +21.6% | -10.4% |
| YTD | -4.7% | -33.0% | +28.3% | -4.0% |
| 1Y | -19.8% | -49.5% | +29.7% | -18.8% |
| 3Y | +4.1% | -52.6% | +56.7% | +4.7% |
| 5Y | +10.3% | +5.2% | +5.1% | +8.0% |
| 10Y | +203.2% | +4,178.1% | -3,975.0% | +174.3% |
| All | +1,226.8% | +283.2% | +943.5% | +923.9% |
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