+37.0%
HPQ vs CELH
-60.2%
+97.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.2% | +6.2% | +8.3% |
| 7D | +9.8% | -11.2% | +21.0% | +10.5% |
| 30D | +22.4% | -1.4% | +23.8% | +22.3% |
| 3M | +45.2% | -4.2% | +49.3% | +44.8% |
| 6M | +96.4% | -40.5% | +136.9% | +101.2% |
| YTD | +65.4% | -40.5% | +105.9% | +69.0% |
| 1Y | +31.6% | -53.0% | +84.6% | +36.5% |
| 3Y | +37.0% | -59.1% | +96.1% | +35.8% |
| All | +37.0% | -60.2% | +97.2% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling