+42.4%
FCEL vs HIG
+12.7%
+29.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.4% | -8.3% | -3.3% |
| 7D | -14.9% | +6.2% | -21.1% | -8.6% |
| 30D | -41.7% | +9.4% | -51.1% | -35.1% |
| 3M | -53.2% | -2.3% | -50.8% | -53.2% |
| 6M | -19.0% | +4.2% | -23.2% | -14.4% |
| YTD | +44.2% | +1.6% | +42.6% | +58.0% |
| 1Y | +42.4% | +9.9% | +32.5% | +57.1% |
| All | +42.4% | +12.7% | +29.7% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling