+133.9%
HL vs FCEL
+269.1%
-135.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.7% |
| 7D | +1.5% | -15.8% | +17.3% | +3.2% |
| 30D | +25.1% | -29.3% | +54.3% | +29.5% |
| 3M | +22.9% | -30.1% | +53.0% | +23.8% |
| 6M | -4.9% | +74.4% | -79.4% | -16.4% |
| YTD | +7.8% | +104.5% | -96.7% | -6.1% |
| 1Y | +133.9% | +281.4% | -147.5% | +108.9% |
| All | +133.9% | +269.1% | -135.2% | +108.9% |
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 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