-100.0%
FCEL vs HDB
+4,291.4%
-4,391.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.4% | +6.4% |
| 7D | +3.9% | +6.9% | -3.1% | +0.3% |
| 30D | -33.1% | +15.2% | -48.3% | -38.3% |
| 3M | -43.0% | +11.7% | -54.7% | -46.9% |
| 6M | -31.3% | +7.5% | -38.8% | -34.7% |
| YTD | +49.8% | -28.8% | +78.6% | +73.6% |
| 1Y | +48.2% | -29.1% | +77.3% | +71.9% |
| 3Y | -64.6% | -7.0% | -57.5% | -64.8% |
| 5Y | -96.7% | -22.1% | -74.7% | -96.4% |
| 10Y | -99.0% | +64.9% | -163.9% | -99.3% |
| All | -100.0% | +4,291.4% | -4,391.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling