+320.9%
FCEL vs ALHC
-14.5%
+335.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.6% | +19.4% | +19.0% |
| 7D | +4.0% | -1.0% | +4.9% | +4.3% |
| 30D | -13.1% | -6.3% | -6.7% | -11.4% |
| 3M | +14.6% | -12.3% | +26.9% | +28.0% |
| 6M | +133.7% | -27.0% | +160.7% | +152.1% |
| YTD | +143.0% | -31.8% | +174.8% | +166.2% |
| 1Y | +320.9% | -17.0% | +337.9% | +322.6% |
| All | +320.9% | -14.5% | +335.4% | +322.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling