-99.8%
FCEL vs HSY
+3,557.7%
-3,657.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | -15.8% | -3.3% | -12.5% | -15.1% |
| 30D | -29.3% | -2.8% | -26.5% | -28.9% |
| 3M | -30.1% | -4.5% | -25.7% | -30.1% |
| 6M | +74.4% | -24.2% | +98.7% | +86.8% |
| YTD | +104.5% | -2.7% | +107.2% | +101.1% |
| 1Y | +281.4% | -3.7% | +285.1% | +276.4% |
| 3Y | -66.1% | -11.5% | -54.6% | -66.4% |
| 5Y | -91.9% | +10.3% | -102.2% | -92.6% |
| 10Y | -99.2% | +122.1% | -221.3% | -99.4% |
| All | -99.8% | +3,557.7% | -3,657.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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