-99.8%
FCEL vs FHN
+675.6%
-775.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.8% |
| 7D | -2.8% | +2.1% | -4.9% | -3.7% |
| 30D | -31.6% | +3.8% | -35.4% | -32.8% |
| 3M | -52.4% | -8.9% | -43.5% | -50.3% |
| 6M | -51.4% | +1.8% | -53.2% | -51.8% |
| YTD | +32.4% | +0.6% | +31.8% | +31.6% |
| 1Y | +37.5% | +12.9% | +24.6% | +29.2% |
| 3Y | -69.3% | +126.4% | -195.6% | -79.3% |
| 5Y | -97.1% | +62.3% | -159.4% | -97.9% |
| 10Y | -99.1% | +84.0% | -183.1% | -99.4% |
| All | -99.8% | +675.6% | -775.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling