+281.4%
FCEL vs HIG
+5.1%
+276.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.3% |
| 7D | -15.8% | +0.3% | -16.1% | -15.7% |
| 30D | -29.3% | -3.2% | -26.1% | -30.3% |
| 3M | -30.1% | +9.1% | -39.3% | -28.4% |
| 6M | +74.4% | -1.8% | +76.2% | +76.6% |
| YTD | +104.5% | +1.8% | +102.7% | +113.0% |
| 1Y | +281.4% | +4.6% | +276.8% | +332.7% |
| All | +281.4% | +5.1% | +276.3% | +332.7% |
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