+224.7%
HPE vs FCEL
-68.7%
+293.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.8% | -3.1% |
| 7D | +7.9% | -2.8% | +10.7% | +8.2% |
| 30D | -23.5% | -31.6% | +8.2% | -20.3% |
| 3M | -19.1% | -52.4% | +33.3% | -13.2% |
| 6M | +51.4% | -51.4% | +102.8% | +57.9% |
| YTD | +103.4% | +32.4% | +71.0% | +91.3% |
| 1Y | +114.4% | +37.5% | +76.9% | +99.7% |
| 3Y | +224.7% | -69.3% | +293.9% | +219.7% |
| All | +224.7% | -68.7% | +293.3% | +219.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling