+3.9%
HYG vs CELH
-50.1%
+54.0%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | 0.0% |
| 7D | -0.2% | -7.0% | +6.9% | -0.1% |
| 30D | +0.1% | +5.2% | -5.1% | 0.0% |
| 3M | +0.7% | +10.5% | -9.8% | +0.5% |
| 6M | +1.5% | -32.7% | +34.2% | +1.8% |
| YTD | +2.2% | -33.0% | +35.1% | +2.5% |
| 1Y | +3.9% | -49.5% | +53.4% | +4.4% |
| All | +3.9% | -50.1% | +54.0% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling