+247.2%
HD vs FCEL
-99.1%
+346.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.5% |
| 7D | +5.2% | -8.3% | +13.5% | +5.4% |
| 30D | +20.7% | -43.0% | +63.7% | +22.7% |
| 3M | +0.8% | -48.2% | +49.0% | +2.4% |
| 6M | +12.2% | -25.0% | +37.2% | +10.9% |
| YTD | +4.2% | +40.6% | -36.4% | -0.2% |
| 1Y | -2.6% | +36.0% | -38.5% | -6.9% |
| 3Y | +30.0% | -66.7% | +96.7% | +26.5% |
| 5Y | +8.1% | -96.7% | +104.7% | +11.6% |
| 10Y | +247.2% | -99.0% | +346.2% | +246.9% |
| All | +247.2% | -99.1% | +346.3% | +246.9% |
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 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