-97.7%
FCEL vs USHY
+50.7%
-148.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | 0.0% | +18.8% | +18.9% |
| 7D | +4.0% | 0.0% | +4.0% | +3.9% |
| 30D | -13.1% | 0.0% | -13.0% | -12.9% |
| 3M | +14.6% | +1.2% | +13.4% | +11.2% |
| 6M | +133.7% | +2.6% | +131.1% | +117.2% |
| YTD | +143.0% | +2.4% | +140.5% | +128.1% |
| 1Y | +320.9% | +4.2% | +316.6% | +276.9% |
| 3Y | -58.9% | +28.0% | -86.9% | -80.2% |
| 5Y | -89.7% | +21.8% | -111.4% | -93.7% |
| All | -97.7% | +50.7% | -148.4% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling