+210.2%
HD vs FCEL
-99.1%
+309.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.7% | +5.7% | -0.8% |
| 7D | -1.8% | +15.1% | -16.9% | -2.4% |
| 30D | -10.8% | -16.4% | +5.6% | -10.5% |
| 3M | -2.7% | -5.3% | +2.6% | -3.6% |
| 6M | -10.3% | +124.5% | -134.8% | -14.9% |
| YTD | -7.8% | +126.7% | -134.5% | -12.9% |
| 1Y | -23.1% | +219.9% | -243.0% | -29.0% |
| 3Y | +2.0% | -61.6% | +63.6% | -0.9% |
| 5Y | +6.2% | -90.5% | +96.7% | +6.4% |
| 10Y | +210.2% | -99.1% | +309.3% | +242.1% |
| All | +210.2% | -99.1% | +309.3% | +242.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling