+396.0%
HPE vs CELH
-10.8%
+406.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.2% | +10.2% | +12.3% |
| 7D | +19.4% | -11.2% | +30.6% | +20.6% |
| 30D | +5.6% | -1.4% | +7.1% | +5.6% |
| 3M | +33.1% | -4.2% | +37.2% | +32.5% |
| 6M | +192.5% | -40.5% | +232.9% | +204.1% |
| YTD | +160.9% | -40.5% | +201.4% | +170.0% |
| 1Y | +155.0% | -53.0% | +208.0% | +169.2% |
| 3Y | +289.4% | -59.1% | +348.5% | +304.7% |
| All | +396.0% | -10.8% | +406.8% | +365.9% |
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