-99.8%
FCEL vs FHN
+716.4%
-816.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -15.8% | +1.2% | -17.0% | -16.4% |
| 30D | -29.3% | -4.7% | -24.6% | -27.7% |
| 3M | -30.1% | +3.5% | -33.7% | -31.4% |
| 6M | +74.4% | +7.8% | +66.6% | +67.9% |
| YTD | +104.5% | +5.9% | +98.6% | +98.5% |
| 1Y | +281.4% | +12.5% | +268.9% | +261.6% |
| 3Y | -66.1% | +117.2% | -183.3% | -76.6% |
| 5Y | -91.9% | +86.5% | -178.4% | -94.4% |
| 10Y | -99.2% | +125.7% | -224.9% | -99.5% |
| All | -99.8% | +716.4% | -816.2% | -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