-99.2%
FCEL vs HBM
+622.7%
-721.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.5% | +1.6% | -2.4% |
| 7D | +6.3% | -3.7% | +10.0% | +8.6% |
| 30D | -18.8% | -3.7% | -15.1% | -17.3% |
| 3M | -3.8% | +8.0% | -11.8% | -6.2% |
| 6M | +121.1% | +15.8% | +105.4% | +107.5% |
| YTD | +113.3% | +34.4% | +78.9% | +87.1% |
| 1Y | +173.5% | +98.2% | +75.3% | +100.9% |
| 3Y | -63.9% | +476.6% | -540.5% | -83.8% |
| 5Y | -90.7% | +331.1% | -421.8% | -95.5% |
| All | -99.2% | +622.7% | -721.8% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling