+223.3%
HOOD vs CELH
+19.6%
+203.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.4% |
| 7D | -7.8% | -11.2% | +3.4% | -4.2% |
| 30D | +18.6% | -1.4% | +20.1% | +18.9% |
| 3M | +22.1% | -4.2% | +26.2% | +21.8% |
| 6M | +43.1% | -40.5% | +83.5% | +65.5% |
| YTD | -0.5% | -40.5% | +40.0% | +14.3% |
| 1Y | -4.4% | -53.0% | +48.6% | +17.6% |
| 3Y | +938.5% | -59.1% | +997.5% | +1,109.9% |
| 5Y | +173.4% | -10.7% | +184.1% | +78.3% |
| All | +223.3% | +19.6% | +203.6% | +85.9% |
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 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