-99.7%
FCEL vs HUBB
+79,424.3%
-79,524.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.9% | +17.9% | +18.8% |
| 7D | +4.0% | +4.8% | -0.9% | +3.9% |
| 30D | -13.1% | -9.3% | -3.8% | -12.9% |
| 3M | +14.6% | -3.9% | +18.5% | +14.8% |
| 6M | +133.7% | -0.8% | +134.5% | +134.0% |
| YTD | +143.0% | +5.6% | +137.4% | +143.0% |
| 1Y | +320.9% | +7.7% | +313.1% | +320.9% |
| 3Y | -58.9% | +47.5% | -106.3% | -59.1% |
| 5Y | -89.7% | +153.7% | -243.3% | -89.8% |
| 10Y | -99.1% | +433.0% | -532.1% | -99.1% |
| All | -99.7% | +79,424.3% | -79,524.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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