-97.9%
FCEL vs USHY
+49.7%
-147.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.8% |
| 7D | +6.3% | -0.7% | +7.0% | +8.9% |
| 30D | -26.7% | -0.7% | -26.0% | -24.8% |
| 3M | -10.2% | +0.1% | -10.2% | -9.6% |
| 6M | +123.5% | +1.8% | +121.7% | +114.1% |
| YTD | +117.4% | +1.8% | +115.6% | +109.0% |
| 1Y | +146.0% | +3.3% | +142.7% | +127.4% |
| 3Y | -61.9% | +27.0% | -88.9% | -81.1% |
| 5Y | -90.5% | +21.0% | -111.5% | -94.1% |
| All | -97.9% | +49.7% | -147.6% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling