+112.8%
HL vs FCEL
-97.2%
+210.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.6% | +3.7% | -1.0% |
| 7D | -11.1% | -2.8% | -8.3% | -10.7% |
| 30D | -12.1% | -31.6% | +19.6% | -7.3% |
| 3M | -26.1% | -52.4% | +26.3% | -18.9% |
| 6M | -37.7% | -51.4% | +13.7% | -35.4% |
| YTD | -31.7% | +32.4% | -64.1% | -41.3% |
| 1Y | -11.6% | +37.5% | -49.1% | -25.5% |
| 3Y | +249.6% | -69.3% | +318.9% | +238.9% |
| All | +112.8% | -97.2% | +210.0% | +222.8% |
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 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