-65.4%
FCEL vs THC
+238.5%
-303.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.9% |
| 7D | -15.8% | -0.7% | -15.2% | -15.7% |
| 30D | -29.3% | +1.3% | -30.5% | -29.3% |
| 3M | -30.1% | +64.2% | -94.4% | -35.1% |
| 6M | +74.4% | +8.3% | +66.2% | +75.9% |
| YTD | +104.5% | +33.4% | +71.1% | +95.7% |
| 1Y | +281.4% | +37.7% | +243.7% | +260.2% |
| All | -65.4% | +238.5% | -303.9% | -86.3% |
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