+40.1%
HAL vs FCEL
-96.7%
+136.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.6% | -8.5% | -0.4% |
| 7D | -7.9% | +3.0% | -10.9% | -8.2% |
| 30D | -2.1% | -40.0% | +37.9% | +0.6% |
| 3M | +0.4% | -47.0% | +47.5% | +3.2% |
| 6M | -19.2% | -21.0% | +1.8% | -22.3% |
| YTD | +14.4% | +48.0% | -33.6% | +2.6% |
| 1Y | +18.0% | +43.9% | -25.9% | +5.4% |
| 3Y | -9.7% | -67.5% | +57.8% | -14.5% |
| 5Y | +40.1% | -96.7% | +136.8% | +87.0% |
| All | +40.1% | -96.7% | +136.8% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling