-69.3%
FCEL vs BHP
+53.3%
-122.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -4.1% |
| 7D | -2.8% | -0.5% | -2.3% | -1.7% |
| 30D | -31.6% | -4.5% | -27.1% | -27.1% |
| 3M | -52.4% | -6.9% | -45.5% | -47.5% |
| 6M | -51.4% | -10.6% | -40.9% | -42.5% |
| YTD | +32.4% | +37.2% | -4.8% | +2.0% |
| 1Y | +37.5% | +48.0% | -10.5% | -1.7% |
| 3Y | -69.3% | +52.6% | -121.8% | -78.7% |
| All | -69.3% | +53.3% | -122.6% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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