+120.8%
HL vs FCEL
-99.7%
+220.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +18.8% | -19.9% | -3.1% |
| 7D | +7.1% | +4.0% | +3.1% | +6.1% |
| 30D | +21.4% | -13.1% | +34.5% | +22.3% |
| 3M | +37.4% | +14.6% | +22.9% | +31.4% |
| 6M | +0.4% | +133.7% | -133.3% | -13.4% |
| YTD | +6.7% | +143.0% | -136.3% | -8.4% |
| 1Y | +102.4% | +320.9% | -218.5% | +59.8% |
| 3Y | +417.4% | -58.9% | +476.3% | +382.7% |
| 5Y | +243.3% | -89.7% | +333.0% | +249.7% |
| 10Y | +242.6% | -99.1% | +341.6% | +221.6% |
| All | +120.8% | -99.7% | +220.5% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling