-99.8%
FCEL vs HIG
+980.5%
-1,080.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.0% | +20.8% | +19.4% |
| 7D | +4.0% | -1.1% | +5.1% | +4.2% |
| 30D | -13.1% | -4.9% | -8.2% | -11.9% |
| 3M | +14.6% | +6.8% | +7.8% | +11.5% |
| 6M | +133.7% | -1.7% | +135.4% | +132.2% |
| YTD | +143.0% | -0.2% | +143.2% | +139.5% |
| 1Y | +320.9% | +5.7% | +315.1% | +307.9% |
| 3Y | -58.9% | +100.3% | -159.2% | -67.7% |
| 5Y | -89.7% | +118.5% | -208.1% | -92.1% |
| 10Y | -99.1% | +309.7% | -408.8% | -99.4% |
| All | -99.8% | +980.5% | -1,080.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling