+563.1%
HPE vs FCEL
-99.1%
+662.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.9% | +10.5% | +12.3% |
| 7D | +19.4% | +6.3% | +13.1% | +18.9% |
| 30D | +5.6% | -26.7% | +32.3% | +7.3% |
| 3M | +33.1% | -10.2% | +43.2% | +32.2% |
| 6M | +192.5% | +123.5% | +69.0% | +173.1% |
| YTD | +160.9% | +117.4% | +43.5% | +142.9% |
| 1Y | +155.0% | +146.0% | +9.0% | +133.9% |
| 3Y | +289.4% | -61.9% | +351.3% | +275.3% |
| 5Y | +395.7% | -90.5% | +486.2% | +395.6% |
| All | +563.1% | -99.1% | +662.3% | +623.5% |
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