-99.1%
FCEL vs THC
+1,813.2%
-1,912.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | -2.8% | +1.0% | -3.8% | -3.0% |
| 30D | -31.6% | +5.3% | -37.0% | -32.7% |
| 3M | -52.4% | +7.1% | -59.5% | -53.4% |
| 6M | -51.4% | +46.0% | -97.4% | -57.1% |
| YTD | +32.4% | +43.9% | -11.5% | +16.3% |
| 1Y | +37.5% | +45.4% | -7.9% | +19.9% |
| 3Y | -69.3% | +421.3% | -490.6% | -82.2% |
| 5Y | -97.1% | +261.5% | -358.6% | -98.2% |
| All | -99.1% | +1,813.2% | -1,912.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling