-99.0%
FCEL vs FHN
+90.7%
-189.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.6% |
| 7D | +3.9% | -0.9% | +4.8% | +4.7% |
| 30D | -33.1% | +2.0% | -35.1% | -33.8% |
| 3M | -43.0% | -6.8% | -36.1% | -40.8% |
| 6M | -31.3% | -0.8% | -30.5% | -31.2% |
| YTD | +49.8% | +0.6% | +49.2% | +48.6% |
| 1Y | +48.2% | +11.5% | +36.6% | +38.8% |
| 3Y | -64.6% | +130.0% | -194.5% | -77.8% |
| 5Y | -96.7% | +60.8% | -157.5% | -97.7% |
| 10Y | -99.0% | +84.0% | -183.0% | -99.4% |
| All | -99.0% | +90.7% | -189.7% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling