-100.0%
FCEL vs XHB
+172.3%
-272.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -6.3% |
| 7D | -2.8% | -0.2% | -2.6% | -2.4% |
| 30D | -31.6% | +9.9% | -41.6% | -38.5% |
| 3M | -52.4% | -6.3% | -46.1% | -50.2% |
| 6M | -51.4% | +3.8% | -55.3% | -53.4% |
| YTD | +32.4% | +0.1% | +32.3% | +28.7% |
| 1Y | +37.5% | -0.8% | +38.3% | +34.7% |
| 3Y | -69.3% | +35.6% | -104.9% | -77.3% |
| 5Y | -97.1% | +29.6% | -126.7% | -97.6% |
| 10Y | -99.1% | +237.5% | -336.7% | -99.7% |
| All | -100.0% | +172.3% | -272.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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