+1.5%
HON vs CELH
-10.8%
+12.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.1% |
| 7D | -3.5% | -11.2% | +7.8% | -2.6% |
| 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% | -16.2% |
| YTD | +0.2% | -40.5% | +40.7% | +3.2% |
| 1Y | -3.1% | -53.0% | +49.9% | +1.0% |
| 3Y | +17.0% | -59.1% | +76.0% | +20.1% |
| All | +1.5% | -10.8% | +12.3% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling