-70.9%
FCEL vs THC
+413.3%
-484.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.1% | +12.6% | +11.6% |
| 7D | -11.2% | +3.7% | -14.9% | -11.3% |
| 30D | -45.8% | +9.0% | -54.8% | -46.0% |
| 3M | -51.0% | +10.4% | -61.4% | -51.2% |
| 6M | -22.2% | +45.7% | -67.9% | -24.4% |
| YTD | +36.3% | +42.6% | -6.3% | +32.1% |
| 1Y | +29.0% | +38.8% | -9.7% | +25.5% |
| 3Y | -70.9% | +418.8% | -489.7% | -89.3% |
| All | -70.9% | +413.3% | -484.2% | -89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling