-99.8%
FCEL vs THC
+680.9%
-780.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.1% | +12.6% | +11.8% |
| 7D | -11.2% | +3.7% | -14.9% | -12.2% |
| 30D | -45.8% | +9.0% | -54.8% | -47.1% |
| 3M | -51.0% | +10.4% | -61.4% | -52.3% |
| 6M | -22.2% | +45.7% | -67.9% | -31.0% |
| YTD | +36.3% | +42.6% | -6.3% | +20.6% |
| 1Y | +29.0% | +38.8% | -9.7% | +14.5% |
| 3Y | -70.9% | +418.8% | -489.7% | -82.0% |
| 5Y | -96.3% | +275.7% | -372.0% | -97.6% |
| 10Y | -99.1% | +1,496.2% | -1,595.3% | -99.6% |
| All | -99.8% | +680.9% | -780.8% | -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