+187.4%
HIMS vs CELH
+2,329.6%
-2,142.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.2% | +2.4% |
| 7D | -0.9% | -3.8% | +2.8% | -0.2% |
| 30D | -10.8% | +6.4% | -17.3% | -12.2% |
| 3M | +3.7% | +5.6% | -1.9% | +1.8% |
| 6M | +79.0% | -31.1% | +110.1% | +91.0% |
| YTD | -13.2% | -35.4% | +22.1% | -6.7% |
| 1Y | -43.3% | -46.9% | +3.6% | -37.2% |
| 3Y | +331.4% | -56.0% | +387.4% | +367.8% |
| 5Y | +230.2% | +1.2% | +229.0% | +183.2% |
| All | +187.4% | +2,329.6% | -2,142.1% | +133.8% |
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