+717.5%
HPE vs CELH
+4,005.0%
-3,287.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.5% | +11.6% | +5.6% |
| 7D | +13.6% | -11.7% | +25.3% | +14.6% |
| 30D | +7.7% | +1.6% | +6.1% | +7.4% |
| 3M | +22.4% | -2.0% | +24.3% | +21.7% |
| 6M | +172.6% | -36.2% | +208.8% | +179.4% |
| YTD | +147.5% | -39.6% | +187.1% | +154.1% |
| 1Y | +151.8% | -50.7% | +202.5% | +161.7% |
| 3Y | +267.1% | -58.9% | +325.9% | +277.3% |
| 5Y | +362.8% | -5.4% | +368.1% | +329.7% |
| 10Y | +540.2% | +3,848.6% | -3,308.4% | +320.4% |
| All | +717.5% | +4,005.0% | -3,287.5% | +450.6% |
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