-17.4%
HAL vs FCEL
-99.1%
+81.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | -0.1% |
| 7D | +2.6% | +14.8% | -12.2% | +1.7% |
| 30D | -0.1% | -33.9% | +33.8% | +2.2% |
| 3M | -1.1% | -52.7% | +51.6% | +2.6% |
| 6M | -20.7% | -40.0% | +19.3% | -21.5% |
| YTD | +17.5% | +40.2% | -22.7% | +8.0% |
| 1Y | +24.1% | +32.9% | -8.8% | +13.9% |
| 3Y | -8.4% | -66.8% | +58.4% | -13.5% |
| 5Y | +53.2% | -97.0% | +150.2% | +64.9% |
| All | -17.4% | -99.1% | +81.7% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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