+58.2%
HCA vs FCEL
-63.4%
+121.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | -0.2% |
| 7D | +2.9% | +6.3% | -3.3% | +3.0% |
| 30D | +2.4% | -18.8% | +21.2% | +2.2% |
| 3M | +13.0% | -3.8% | +16.9% | +12.9% |
| 6M | -21.4% | +121.1% | -142.5% | -21.4% |
| YTD | -9.5% | +113.3% | -122.7% | -9.4% |
| 1Y | +7.5% | +173.5% | -166.0% | +7.3% |
| All | +58.2% | -63.4% | +121.6% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling