+180.7%
HIMS vs CELH
+2,137.3%
-1,956.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -2.0% | -0.2% |
| 7D | -0.7% | -11.2% | +10.5% | +1.6% |
| 30D | -8.2% | -1.4% | -6.8% | -8.2% |
| 3M | -4.7% | -4.2% | -0.6% | -4.6% |
| 6M | +6.3% | -40.5% | +46.8% | +16.6% |
| YTD | -15.3% | -40.5% | +25.2% | -7.4% |
| 1Y | -46.9% | -53.0% | +6.2% | -39.8% |
| 3Y | +321.3% | -59.1% | +380.3% | +363.4% |
| 5Y | +215.8% | -10.7% | +226.5% | +176.0% |
| All | +180.7% | +2,137.3% | -1,956.5% | +132.1% |
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