+132.3%
HON vs CELH
+3,788.6%
-3,656.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.1% |
| 7D | -3.5% | -11.2% | +7.8% | -2.7% |
| 30D | -13.8% | -1.4% | -12.3% | -13.8% |
| 3M | -11.7% | -4.2% | -7.5% | -11.8% |
| 6M | -18.7% | -40.5% | +21.7% | -16.4% |
| YTD | +0.2% | -40.5% | +40.7% | +2.9% |
| 1Y | -3.1% | -53.0% | +49.9% | +0.7% |
| 3Y | +17.0% | -59.1% | +76.0% | +19.7% |
| 5Y | +2.0% | -10.7% | +12.7% | -4.7% |
| All | +132.3% | +3,788.6% | -3,656.3% | +79.6% |
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