+281.4%
FCEL vs HBM
+123.0%
+158.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.5% |
| 7D | -15.8% | -6.4% | -9.5% | -12.3% |
| 30D | -29.3% | +5.9% | -35.2% | -32.3% |
| 3M | -30.1% | -8.9% | -21.2% | -26.9% |
| 6M | +74.4% | +10.7% | +63.8% | +64.6% |
| YTD | +104.5% | +38.3% | +66.2% | +72.4% |
| 1Y | +281.4% | +121.3% | +160.0% | +213.9% |
| All | +281.4% | +123.0% | +158.4% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling