-99.1%
FCEL vs HDB
+63.5%
-162.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.0% | -5.8% |
| 7D | -2.8% | +2.7% | -5.6% | -4.2% |
| 30D | -31.6% | +14.1% | -45.8% | -36.9% |
| 3M | -52.4% | +11.8% | -64.2% | -55.8% |
| 6M | -51.4% | +8.2% | -59.6% | -54.0% |
| YTD | +32.4% | -29.3% | +61.7% | +57.1% |
| 1Y | +37.5% | -28.8% | +66.3% | +62.2% |
| 3Y | -69.3% | -7.5% | -61.8% | -69.5% |
| 5Y | -97.1% | -23.1% | -74.1% | -96.9% |
| All | -99.1% | +63.5% | -162.7% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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