+340.8%
HPE vs FCEL
-91.3%
+432.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.9% | -0.3% | -5.6% |
| 7D | +1.4% | +6.3% | -4.8% | +0.7% |
| 30D | +1.5% | -18.8% | +20.3% | +3.2% |
| 3M | +21.7% | -3.8% | +25.6% | +19.3% |
| 6M | +164.2% | +121.1% | +43.0% | +133.6% |
| YTD | +132.1% | +113.3% | +18.8% | +104.0% |
| 1Y | +130.6% | +173.5% | -42.9% | +94.8% |
| 3Y | +244.1% | -63.9% | +308.0% | +230.0% |
| 5Y | +340.8% | -90.7% | +431.5% | +363.1% |
| All | +340.8% | -91.3% | +432.1% | +363.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling