-90.6%
FCEL vs HBM
+327.6%
-418.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | +6.3% | -3.3% | +9.6% | +8.9% |
| 30D | -26.7% | -4.8% | -21.9% | -24.5% |
| 3M | -10.2% | -0.4% | -9.8% | -9.5% |
| 6M | +123.5% | +17.9% | +105.6% | +103.0% |
| YTD | +117.4% | +33.7% | +83.7% | +83.4% |
| 1Y | +146.0% | +95.6% | +50.4% | +66.4% |
| 3Y | -61.9% | +458.1% | -520.0% | -86.4% |
| All | -90.6% | +327.6% | -418.2% | -96.2% |
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