-97.0%
FCEL vs HRB
+140.6%
-237.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.1% | -5.5% |
| 7D | -2.8% | -5.1% | +2.3% | -2.6% |
| 30D | -31.6% | +8.7% | -40.3% | -32.2% |
| 3M | -52.4% | -5.4% | -47.0% | -52.2% |
| 6M | -51.4% | +41.6% | -93.0% | -54.5% |
| YTD | +32.4% | +18.7% | +13.8% | +29.7% |
| 1Y | +37.5% | +16.4% | +21.1% | +35.3% |
| 3Y | -69.3% | +22.0% | -91.3% | -72.3% |
| All | -97.0% | +140.6% | -237.6% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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