+1,731.8%
HCA vs FCEL
-99.8%
+1,831.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.7% | +11.6% | +5.2% |
| 7D | +4.9% | +15.1% | -10.2% | +4.3% |
| 30D | +1.9% | -16.4% | +18.3% | +2.3% |
| 3M | +12.7% | -5.3% | +18.0% | +11.5% |
| 6M | -22.3% | +124.5% | -146.9% | -26.6% |
| YTD | -9.3% | +126.7% | -136.0% | -14.7% |
| 1Y | +2.7% | +219.9% | -217.2% | -5.6% |
| 3Y | +57.8% | -61.6% | +119.5% | +53.0% |
| 5Y | +70.3% | -90.5% | +160.8% | +71.0% |
| 10Y | +499.7% | -99.1% | +598.8% | +529.7% |
| All | +1,731.8% | -99.8% | +1,831.6% | +1,717.3% |
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