-99.1%
FCEL vs THC
+1,002.8%
-1,101.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.9% | -10.6% | -7.6% |
| 7D | +15.1% | +4.1% | +11.0% | +13.7% |
| 30D | -16.4% | +3.5% | -20.0% | -17.2% |
| 3M | -5.3% | +61.7% | -67.0% | -17.8% |
| 6M | +124.5% | +11.8% | +112.7% | +113.2% |
| YTD | +126.7% | +35.4% | +91.3% | +103.1% |
| 1Y | +219.9% | +37.0% | +182.9% | +184.3% |
| 3Y | -61.6% | +260.1% | -321.7% | -75.1% |
| 5Y | -90.5% | +262.6% | -353.1% | -94.1% |
| 10Y | -99.1% | +1,039.2% | -1,138.3% | -99.6% |
| All | -99.1% | +1,002.8% | -1,101.9% | -99.6% |
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