+42.4%
FCEL vs HBM
+47.3%
-4.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.6% | -9.6% | -8.8% |
| 7D | -14.9% | -5.8% | -9.0% | -11.0% |
| 30D | -41.7% | -18.5% | -23.2% | -31.4% |
| 3M | -53.2% | -10.3% | -42.9% | -48.4% |
| 6M | -19.0% | +2.1% | -21.2% | -13.5% |
| YTD | +44.2% | +12.0% | +32.2% | +47.0% |
| 1Y | +42.4% | +49.8% | -7.3% | +19.4% |
| All | +42.4% | +47.3% | -4.8% | +19.4% |
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