+250.7%
HOOD vs CELH
+34.8%
+215.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.1% |
| 7D | +17.1% | -7.0% | +24.2% | +19.9% |
| 30D | +31.6% | +5.2% | +26.4% | +27.8% |
| 3M | +38.2% | +10.5% | +27.8% | +31.7% |
| 6M | +48.5% | -32.7% | +81.3% | +65.1% |
| YTD | +8.0% | -33.0% | +40.9% | +19.4% |
| 1Y | +18.7% | -49.5% | +68.2% | +42.3% |
| 3Y | +999.1% | -52.6% | +1,051.7% | +1,117.9% |
| 5Y | +181.7% | +5.2% | +176.5% | +74.4% |
| All | +250.7% | +34.8% | +215.9% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling