+140.7%
FCEL vs HIG
-1.0%
+141.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.0% | +20.8% | +16.7% |
| 7D | +4.0% | -1.1% | +5.1% | +3.0% |
| 30D | -13.1% | -4.9% | -8.2% | -16.7% |
| 3M | +14.6% | +6.8% | +7.8% | +16.5% |
| All | +140.7% | -1.0% | +141.6% | +142.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling