+238.2%
HL vs FCEL
-91.3%
+329.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +1.9% | -3.1% |
| 7D | -5.6% | +6.3% | -11.9% | -6.8% |
| 30D | +12.7% | -18.8% | +31.5% | +14.9% |
| 3M | +42.5% | -3.8% | +46.3% | +37.0% |
| 6M | -9.0% | +121.1% | -130.1% | -26.2% |
| YTD | +4.4% | +113.3% | -108.9% | -15.0% |
| 1Y | +82.7% | +173.5% | -90.8% | +37.7% |
| 3Y | +406.3% | -63.9% | +470.2% | +383.9% |
| 5Y | +238.2% | -90.7% | +328.8% | +282.6% |
| All | +238.2% | -91.3% | +329.5% | +282.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling