-90.7%
FCEL vs USHY
+20.9%
-111.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -3.8% |
| 7D | +6.3% | -0.7% | +7.0% | +9.9% |
| 30D | -18.8% | -0.5% | -18.3% | -16.7% |
| 3M | -3.8% | +0.5% | -4.3% | -4.8% |
| 6M | +121.1% | +1.5% | +119.6% | +111.6% |
| YTD | +113.3% | +1.7% | +111.5% | +102.9% |
| 1Y | +173.5% | +3.5% | +170.0% | +145.3% |
| 3Y | -63.9% | +27.2% | -91.1% | -85.0% |
| 5Y | -90.7% | +21.0% | -111.7% | -94.0% |
| All | -90.7% | +20.9% | -111.6% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling