-100.0%
FCEL vs HDB
+3,812.1%
-3,912.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | -15.8% | +0.4% | -16.3% | -16.1% |
| 30D | -29.3% | -2.8% | -26.5% | -28.4% |
| 3M | -30.1% | -3.5% | -26.6% | -29.0% |
| 6M | +74.4% | -24.7% | +99.2% | +99.5% |
| YTD | +104.5% | -36.6% | +141.1% | +154.2% |
| 1Y | +281.4% | -34.4% | +315.7% | +362.2% |
| 3Y | -66.1% | -24.4% | -41.7% | -62.1% |
| 5Y | -91.9% | -35.4% | -56.5% | -90.1% |
| 10Y | -99.2% | +39.5% | -138.8% | -99.4% |
| All | -100.0% | +3,812.1% | -3,912.1% | -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