+155.0%
HPE vs FCEL
+180.7%
-25.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.9% | +10.5% | +12.2% |
| 7D | +19.4% | +6.3% | +13.1% | +18.5% |
| 30D | +5.6% | -26.7% | +32.3% | +8.6% |
| 3M | +33.1% | -10.2% | +43.2% | +31.7% |
| 6M | +192.5% | +123.5% | +69.0% | +158.7% |
| YTD | +160.9% | +117.4% | +43.5% | +128.1% |
| 1Y | +155.0% | +146.0% | +9.0% | +122.9% |
| All | +155.0% | +180.7% | -25.8% | +122.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling