+243.8%
HPQ vs CELH
+3,788.6%
-3,544.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.2% | +6.2% | +8.2% |
| 7D | +9.8% | -11.2% | +21.0% | +11.0% |
| 30D | +22.4% | -1.4% | +23.8% | +22.3% |
| 3M | +45.2% | -4.2% | +49.3% | +44.9% |
| 6M | +96.4% | -40.5% | +136.9% | +104.6% |
| YTD | +65.4% | -40.5% | +105.9% | +71.8% |
| 1Y | +31.6% | -53.0% | +84.6% | +39.1% |
| 3Y | +37.0% | -59.1% | +96.1% | +41.6% |
| 5Y | +53.0% | -10.7% | +63.7% | +37.8% |
| All | +243.8% | +3,788.6% | -3,544.7% | +101.1% |
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 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