-99.8%
FCEL vs HSY
+3,581.4%
-3,681.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.1% | -5.7% |
| 7D | -2.8% | -2.1% | -0.7% | -2.3% |
| 30D | -31.6% | +6.1% | -37.7% | -33.3% |
| 3M | -52.4% | -5.6% | -46.8% | -52.1% |
| 6M | -51.4% | -9.5% | -41.9% | -51.2% |
| YTD | +32.4% | -2.1% | +34.5% | +28.9% |
| 1Y | +37.5% | +0.8% | +36.7% | +32.3% |
| 3Y | -69.3% | -2.1% | -67.1% | -70.7% |
| 5Y | -97.1% | +11.2% | -108.4% | -97.4% |
| 10Y | -99.1% | +128.3% | -227.4% | -99.4% |
| All | -99.8% | +3,581.4% | -3,681.3% | -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