-100.0%
FCEL vs HDB
+4,256.0%
-4,356.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.7% | +6.0% | +7.2% |
| 7D | +3.0% | +13.7% | -10.7% | -3.9% |
| 30D | -40.0% | +15.8% | -55.8% | -44.9% |
| 3M | -47.0% | +9.2% | -56.3% | -50.1% |
| 6M | -21.0% | +3.2% | -24.2% | -23.5% |
| YTD | +48.0% | -29.4% | +77.4% | +72.3% |
| 1Y | +43.9% | -27.9% | +71.8% | +65.4% |
| 3Y | -67.5% | -5.9% | -61.6% | -67.9% |
| 5Y | -96.7% | -23.5% | -73.2% | -96.3% |
| 10Y | -99.0% | +61.3% | -160.3% | -99.3% |
| All | -100.0% | +4,256.0% | -4,356.0% | -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