+25.9%
HD vs FCEL
-74.5%
+100.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.5% | -13.4% | -2.0% |
| 7D | +4.3% | -11.2% | +15.6% | +4.5% |
| 30D | +20.2% | -45.8% | +66.0% | +21.3% |
| 3M | -1.0% | -51.0% | +50.0% | -0.1% |
| 6M | +7.9% | -22.2% | +30.2% | +6.8% |
| YTD | +2.0% | +36.3% | -34.3% | -1.2% |
| 1Y | -4.3% | +29.0% | -33.3% | -7.3% |
| 3Y | +25.9% | -70.9% | +96.8% | +27.9% |
| All | +25.9% | -74.5% | +100.4% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling