-97.0%
FCEL vs HIG
+110.6%
-207.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.7% |
| 7D | -2.8% | +2.6% | -5.4% | -3.5% |
| 30D | -31.6% | +4.2% | -35.8% | -32.7% |
| 3M | -52.4% | +0.2% | -52.6% | -52.8% |
| 6M | -51.4% | +4.6% | -56.0% | -53.2% |
| YTD | +32.4% | +1.1% | +31.3% | +28.5% |
| 1Y | +37.5% | +4.7% | +32.8% | +30.7% |
| 3Y | -69.3% | +95.5% | -164.7% | -81.8% |
| All | -97.0% | +110.6% | -207.6% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling