-95.8%
FCEL vs ALHC
-31.6%
-64.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.5% | -5.7% |
| 7D | +15.1% | -4.1% | +19.2% | +16.6% |
| 30D | -16.4% | -5.4% | -11.0% | -14.9% |
| 3M | -5.3% | -32.1% | +26.9% | +7.1% |
| 6M | +124.5% | -28.5% | +153.0% | +141.3% |
| YTD | +126.7% | -34.0% | +160.7% | +149.1% |
| 1Y | +219.9% | -20.9% | +240.8% | +230.2% |
| 3Y | -61.6% | +151.5% | -213.2% | -76.9% |
| 5Y | -90.5% | -28.8% | -61.7% | -92.9% |
| All | -95.8% | -31.6% | -64.2% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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