+72.8%
HCA vs FCEL
-90.6%
+163.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.6% | +1.3% |
| 7D | +5.4% | +6.3% | -0.9% | +5.3% |
| 30D | +3.0% | -26.7% | +29.7% | +3.4% |
| 3M | +13.0% | -10.2% | +23.2% | +12.2% |
| 6M | -20.3% | +123.5% | -143.7% | -23.4% |
| YTD | -8.2% | +117.4% | -125.6% | -12.1% |
| 1Y | +6.7% | +146.0% | -139.3% | +0.9% |
| 3Y | +60.4% | -61.9% | +122.3% | +63.1% |
| All | +72.8% | -90.6% | +163.4% | +88.5% |
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