+981.9%
HAL vs FCEL
-99.8%
+1,081.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | +2.9% | -15.8% | +18.8% | +4.4% |
| 30D | +17.0% | -29.3% | +46.3% | +20.3% |
| 3M | -9.7% | -30.1% | +20.5% | -9.9% |
| 6M | +8.6% | +74.4% | -65.8% | -3.8% |
| YTD | +33.0% | +104.5% | -71.5% | +15.1% |
| 1Y | +68.3% | +281.4% | -213.1% | +33.4% |
| 3Y | +0.1% | -66.1% | +66.2% | -7.4% |
| 5Y | +102.6% | -91.9% | +194.5% | +104.5% |
| 10Y | +3.8% | -99.2% | +103.0% | -4.4% |
| All | +981.9% | -99.8% | +1,081.7% | +874.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling