-97.0%
FCEL vs HBM
+194.0%
-291.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -4.9% |
| 7D | -2.8% | +2.2% | -5.1% | -3.9% |
| 30D | -31.6% | -11.8% | -19.8% | -25.4% |
| 3M | -52.4% | -19.2% | -33.2% | -44.9% |
| 6M | -51.4% | -22.9% | -28.5% | -41.5% |
| YTD | +32.4% | +7.8% | +24.6% | +30.3% |
| 1Y | +37.5% | +34.9% | +2.6% | +18.7% |
| 3Y | -69.3% | +422.2% | -491.5% | -87.8% |
| All | -97.0% | +194.0% | -291.0% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling