+142.9%
HOOD vs FCEL
-94.5%
+237.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.5% | -2.5% | +2.6% |
| 7D | -3.2% | +3.9% | -7.1% | -4.1% |
| 30D | -22.6% | -33.1% | +10.5% | -16.2% |
| 3M | -10.4% | -43.0% | +32.6% | -2.2% |
| 6M | +4.7% | -31.3% | +36.0% | -0.6% |
| YTD | -25.2% | +49.8% | -75.0% | -45.0% |
| 1Y | -35.9% | +48.2% | -84.1% | -53.5% |
| 3Y | +927.7% | -64.6% | +992.3% | +767.1% |
| 5Y | +147.5% | -96.7% | +244.2% | +282.5% |
| All | +142.9% | -94.5% | +237.4% | +269.1% |
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