+250.7%
HOOD vs FCEL
-92.5%
+343.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.5% |
| 7D | +17.1% | -15.8% | +32.9% | +20.8% |
| 30D | +31.6% | -29.3% | +60.9% | +40.0% |
| 3M | +38.2% | -30.1% | +68.4% | +38.6% |
| 6M | +48.5% | +74.4% | -25.9% | +9.8% |
| YTD | +8.0% | +104.5% | -96.5% | -24.1% |
| 1Y | +18.7% | +281.4% | -262.7% | -33.1% |
| 3Y | +999.1% | -66.1% | +1,065.2% | +895.5% |
| 5Y | +181.7% | -91.9% | +273.5% | +310.0% |
| All | +250.7% | -92.5% | +343.2% | +409.1% |
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 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