+231.1%
HOOD vs FCEL
-91.7%
+322.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.7% | +4.9% | -0.4% |
| 7D | +7.7% | +15.1% | -7.3% | +4.1% |
| 30D | +22.0% | -16.4% | +38.4% | +24.7% |
| 3M | +37.6% | -5.3% | +42.9% | +29.4% |
| 6M | +45.3% | +124.5% | -79.2% | +0.6% |
| YTD | +1.9% | +126.7% | -124.7% | -30.3% |
| 1Y | -2.7% | +219.9% | -222.6% | -42.2% |
| 3Y | +973.4% | -61.6% | +1,035.0% | +839.1% |
| 5Y | +179.3% | -90.5% | +269.8% | +298.4% |
| All | +231.1% | -91.7% | +322.7% | +367.9% |
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