+237.0%
HOOD vs CELH
+29.9%
+207.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.6% | -0.3% | -2.7% |
| 7D | +13.4% | -3.8% | +17.1% | +14.9% |
| 30D | +25.8% | +6.4% | +19.3% | +23.0% |
| 3M | +38.0% | +5.6% | +32.4% | +33.5% |
| 6M | +52.2% | -31.1% | +83.3% | +67.9% |
| YTD | +3.7% | -35.4% | +39.1% | +16.1% |
| 1Y | +0.1% | -46.9% | +46.9% | +18.4% |
| 3Y | +992.6% | -56.0% | +1,048.6% | +1,145.6% |
| 5Y | +193.0% | +1.2% | +191.8% | +83.7% |
| All | +237.0% | +29.9% | +207.1% | +88.8% |
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