+17.0%
HON vs CELH
-60.2%
+77.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | 0.0% |
| 7D | -3.5% | -11.2% | +7.8% | -2.9% |
| 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% | -17.2% |
| YTD | +0.2% | -40.5% | +40.7% | +1.9% |
| 1Y | -3.1% | -53.0% | +49.9% | -0.7% |
| 3Y | +17.0% | -59.1% | +76.0% | +20.4% |
| All | +17.0% | -60.2% | +77.2% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling