+575.2%
HLT vs FCEL
-99.1%
+674.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -1.6% | +6.3% | -7.9% | -1.9% |
| 30D | -5.0% | -26.7% | +21.6% | -4.1% |
| 3M | -10.4% | -10.2% | -0.2% | -11.1% |
| 6M | +3.2% | +123.5% | -120.2% | -2.8% |
| YTD | +6.7% | +117.4% | -110.6% | +0.2% |
| 1Y | +10.3% | +146.0% | -135.7% | +2.0% |
| 3Y | +99.3% | -61.9% | +161.2% | +92.6% |
| 5Y | +143.7% | -90.5% | +234.2% | +144.9% |
| All | +575.2% | -99.1% | +674.4% | +648.8% |
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