-58.9%
FCEL vs FHN
+134.1%
-193.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.1% | +19.9% | +19.5% |
| 7D | +4.0% | +2.7% | +1.3% | +1.7% |
| 30D | -13.1% | -3.1% | -10.0% | -11.3% |
| 3M | +14.6% | +2.3% | +12.2% | +12.2% |
| 6M | +133.7% | +9.7% | +123.9% | +117.0% |
| YTD | +143.0% | +4.7% | +138.2% | +133.1% |
| 1Y | +320.9% | +13.8% | +307.1% | +282.9% |
| 3Y | -58.9% | +131.6% | -190.5% | -83.6% |
| All | -58.9% | +134.1% | -193.0% | -83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling