-99.8%
FCEL vs BHP
+5,026.9%
-5,126.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.1% |
| 7D | -15.8% | -2.9% | -12.9% | -14.3% |
| 30D | -29.3% | +3.4% | -32.7% | -30.9% |
| 3M | -30.1% | +4.1% | -34.2% | -30.5% |
| 6M | +74.4% | +20.6% | +53.9% | +59.2% |
| YTD | +104.5% | +56.1% | +48.5% | +59.7% |
| 1Y | +281.4% | +69.6% | +211.8% | +184.0% |
| 3Y | -66.1% | +78.8% | -144.9% | -75.2% |
| 5Y | -91.9% | +113.1% | -204.9% | -94.7% |
| 10Y | -99.2% | +505.9% | -605.1% | -99.7% |
| All | -99.8% | +5,026.9% | -5,126.7% | -99.9% |
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