-99.8%
FCEL vs BHP
+4,407.2%
-4,507.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -4.8% |
| 7D | -2.8% | -0.5% | -2.3% | -2.2% |
| 30D | -31.6% | -4.5% | -27.1% | -29.1% |
| 3M | -52.4% | -6.9% | -45.5% | -49.6% |
| 6M | -51.4% | -10.6% | -40.9% | -45.8% |
| YTD | +32.4% | +37.2% | -4.8% | +13.9% |
| 1Y | +37.5% | +48.0% | -10.5% | +13.1% |
| 3Y | -69.3% | +52.6% | -121.8% | -74.8% |
| 5Y | -97.1% | +116.5% | -213.6% | -98.1% |
| 10Y | -99.1% | +334.9% | -434.1% | -99.6% |
| All | -99.8% | +4,407.2% | -4,507.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling