-97.0%
FCEL vs BHP
+119.2%
-216.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -4.3% |
| 7D | -2.8% | -0.5% | -2.3% | -1.9% |
| 30D | -31.6% | -4.5% | -27.1% | -28.0% |
| 3M | -52.4% | -6.9% | -45.5% | -48.4% |
| 6M | -51.4% | -10.6% | -40.9% | -43.8% |
| YTD | +32.4% | +37.2% | -4.8% | +7.8% |
| 1Y | +37.5% | +48.0% | -10.5% | +5.4% |
| 3Y | -69.3% | +52.6% | -121.8% | -76.7% |
| All | -97.0% | +119.2% | -216.2% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling