-90.5%
FCEL vs HIG
+117.6%
-208.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -6.9% |
| 7D | +15.1% | -0.5% | +15.5% | +15.1% |
| 30D | -16.4% | -2.8% | -13.6% | -15.8% |
| 3M | -5.3% | +6.3% | -11.6% | -8.8% |
| 6M | +124.5% | -0.1% | +124.6% | +121.0% |
| YTD | +126.7% | +0.4% | +126.2% | +121.6% |
| 1Y | +219.9% | +6.2% | +213.6% | +203.8% |
| 3Y | -61.6% | +101.6% | -163.3% | -77.3% |
| 5Y | -90.5% | +119.8% | -210.4% | -94.8% |
| All | -90.5% | +117.6% | -208.1% | -94.8% |
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