-69.3%
FCEL vs HIG
+96.1%
-165.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.4% |
| 7D | -2.8% | +2.6% | -5.4% | -2.1% |
| 30D | -31.6% | +4.2% | -35.8% | -30.7% |
| 3M | -52.4% | +0.2% | -52.6% | -52.0% |
| 6M | -51.4% | +4.6% | -56.0% | -51.0% |
| YTD | +32.4% | +1.1% | +31.3% | +33.7% |
| 1Y | +37.5% | +4.7% | +32.8% | +38.1% |
| 3Y | -69.3% | +95.5% | -164.7% | -56.9% |
| All | -69.3% | +96.1% | -165.4% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling