-60.3%
FCEL vs HBM
+506.5%
-566.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.3% |
| 7D | +15.1% | +5.5% | +9.6% | +11.6% |
| 30D | -16.4% | +3.3% | -19.7% | -18.1% |
| 3M | -5.3% | +12.7% | -17.9% | -11.9% |
| 6M | +124.5% | +28.2% | +96.3% | +90.9% |
| YTD | +126.7% | +45.3% | +81.4% | +78.0% |
| 1Y | +219.9% | +121.7% | +98.2% | +92.2% |
| All | -60.3% | +506.5% | -566.8% | -90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling