+146.0%
FCEL vs USHY
+3.5%
+142.5%
-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% | +1.7% |
| 7D | +6.3% | -0.7% | +7.0% | +13.3% |
| 30D | -26.7% | -0.7% | -26.0% | -21.9% |
| 3M | -10.2% | +0.1% | -10.2% | -9.1% |
| 6M | +123.5% | +1.8% | +121.7% | +101.8% |
| YTD | +117.4% | +1.8% | +115.6% | +96.5% |
| 1Y | +146.0% | +3.3% | +142.7% | +93.5% |
| All | +146.0% | +3.5% | +142.5% | +93.5% |
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