-99.8%
FCEL vs THC
+696.6%
-796.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.6% | +8.2% |
| 7D | +3.0% | +7.5% | -4.4% | +1.1% |
| 30D | -40.0% | +9.6% | -49.5% | -41.5% |
| 3M | -47.0% | +10.3% | -57.3% | -48.5% |
| 6M | -21.0% | +51.8% | -72.8% | -30.6% |
| YTD | +48.0% | +45.4% | +2.6% | +30.4% |
| 1Y | +43.9% | +40.8% | +3.1% | +27.3% |
| 3Y | -67.5% | +448.8% | -516.3% | -80.2% |
| 5Y | -96.7% | +263.4% | -360.1% | -97.8% |
| 10Y | -99.0% | +1,800.1% | -1,899.1% | -99.6% |
| All | -99.8% | +696.6% | -796.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling