+77.6%
HL vs CELH
-52.9%
+130.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.4% |
| 7D | -4.4% | -11.2% | +6.9% | -3.1% |
| 30D | +9.3% | -1.4% | +10.8% | +9.7% |
| 3M | +32.0% | -4.2% | +36.1% | +32.3% |
| 6M | -6.4% | -40.5% | +34.0% | -3.1% |
| YTD | +3.1% | -40.5% | +43.6% | +8.5% |
| 1Y | +77.6% | -53.0% | +130.6% | +77.0% |
| All | +77.6% | -52.9% | +130.5% | +77.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling