+281.4%
FCEL vs USHY
+4.6%
+276.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.2% |
| 7D | -15.8% | -0.1% | -15.7% | -14.9% |
| 30D | -29.3% | +0.1% | -29.4% | -29.7% |
| 3M | -30.1% | +0.8% | -31.0% | -33.5% |
| 6M | +74.4% | +1.7% | +72.7% | +62.1% |
| YTD | +104.5% | +2.5% | +102.0% | +73.8% |
| 1Y | +281.4% | +4.4% | +277.0% | +167.9% |
| All | +281.4% | +4.6% | +276.8% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling