+182.7%
HPQ vs CELH
+245.5%
-62.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.5% | +11.4% | +5.1% |
| 7D | +2.2% | -11.7% | +13.9% | +2.5% |
| 30D | +9.7% | +1.6% | +8.2% | +9.7% |
| 3M | +32.7% | -2.0% | +34.7% | +32.6% |
| 6M | +77.7% | -36.2% | +113.9% | +79.0% |
| YTD | +51.0% | -39.6% | +90.6% | +52.1% |
| 1Y | +18.4% | -50.7% | +69.1% | +19.7% |
| 3Y | +25.6% | -58.9% | +84.4% | +26.5% |
| 5Y | +38.6% | -5.4% | +44.0% | +36.4% |
| 10Y | +226.1% | +3,848.6% | -3,622.4% | +203.3% |
| All | +182.7% | +245.5% | -62.8% | +154.5% |
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