+256.9%
HL vs FCEL
-99.1%
+356.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.4% |
| 7D | -4.4% | +6.3% | -10.6% | -5.0% |
| 30D | +9.3% | -26.7% | +36.0% | +11.6% |
| 3M | +32.0% | -10.2% | +42.2% | +30.1% |
| 6M | -6.4% | +123.5% | -129.9% | -16.5% |
| YTD | +3.1% | +117.4% | -114.2% | -7.9% |
| 1Y | +77.6% | +146.0% | -68.4% | +54.3% |
| 3Y | +392.8% | -61.9% | +454.7% | +368.7% |
| 5Y | +234.1% | -90.5% | +324.6% | +239.0% |
| All | +256.9% | -99.1% | +356.1% | +265.8% |
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 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