-23.2%
HD vs FCEL
+328.0%
-351.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +18.8% | -21.1% | -2.3% |
| 7D | -1.2% | +4.0% | -5.2% | -1.1% |
| 30D | -11.1% | -13.1% | +1.9% | -11.1% |
| 3M | +2.0% | +14.6% | -12.5% | +1.8% |
| 6M | -10.5% | +133.7% | -144.1% | -10.7% |
| YTD | -6.9% | +143.0% | -149.8% | -7.2% |
| 1Y | -23.2% | +320.9% | -344.0% | -22.8% |
| All | -23.2% | +328.0% | -351.1% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling