+133.6%
HOOD vs FCEL
-94.8%
+228.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.0% | +2.6% | -1.4% |
| 7D | -5.1% | -8.3% | +3.2% | -3.5% |
| 30D | -25.4% | -43.0% | +17.6% | -16.7% |
| 3M | -14.0% | -48.2% | +34.2% | -4.2% |
| 6M | +5.6% | -25.0% | +30.5% | -2.2% |
| YTD | -28.1% | +40.6% | -68.7% | -46.4% |
| 1Y | -40.1% | +36.0% | -76.1% | -55.7% |
| 3Y | +888.2% | -66.7% | +954.9% | +744.8% |
| 5Y | +135.8% | -96.7% | +232.5% | +267.7% |
| All | +133.6% | -94.8% | +228.4% | +259.6% |
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