-99.9%
FCEL vs HBM
+456.2%
-556.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.1% |
| 7D | -2.8% | +2.2% | -5.1% | -3.5% |
| 30D | -31.6% | -11.8% | -19.8% | -27.2% |
| 3M | -52.4% | -19.2% | -33.2% | -47.1% |
| 6M | -51.4% | -22.9% | -28.5% | -44.1% |
| YTD | +32.4% | +7.8% | +24.6% | +31.8% |
| 1Y | +37.5% | +34.9% | +2.6% | +24.5% |
| 3Y | -69.3% | +422.2% | -491.5% | -83.9% |
| 5Y | -97.1% | +192.8% | -290.0% | -98.2% |
| 10Y | -99.1% | +281.1% | -380.3% | -99.6% |
| All | -99.9% | +456.2% | -556.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling