-90.5%
FCEL vs BHP
+126.1%
-216.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.0% | -7.0% |
| 7D | +15.1% | +0.9% | +14.2% | +14.3% |
| 30D | -16.4% | +4.0% | -20.5% | -19.5% |
| 3M | -5.3% | +11.3% | -16.5% | -12.6% |
| 6M | +124.5% | +29.3% | +95.2% | +85.3% |
| YTD | +126.7% | +59.2% | +67.5% | +58.4% |
| 1Y | +219.9% | +80.8% | +139.0% | +103.4% |
| 3Y | -61.6% | +88.0% | -149.6% | -76.0% |
| 5Y | -90.5% | +126.6% | -217.2% | -95.0% |
| All | -90.5% | +126.1% | -216.6% | -95.0% |
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