+25.9%
HIMS vs CELH
-34.7%
+60.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | +1.7% |
| 7D | -2.7% | -11.7% | +8.9% | +2.1% |
| 30D | -12.2% | +1.6% | -13.8% | -14.3% |
| 3M | -3.7% | -2.0% | -1.8% | -5.5% |
| 6M | +25.9% | -36.2% | +62.1% | +83.5% |
| All | +25.9% | -34.7% | +60.6% | +83.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling