+621.7%
HPE vs FCEL
-99.6%
+721.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -4.6% |
| 7D | -0.6% | -15.8% | +15.2% | +0.3% |
| 30D | -2.3% | -29.3% | +27.0% | -0.5% |
| 3M | -2.9% | -30.1% | +27.3% | -2.2% |
| 6M | +143.6% | +74.4% | +69.1% | +130.2% |
| YTD | +118.5% | +104.5% | +14.0% | +103.8% |
| 1Y | +129.2% | +281.4% | -152.2% | +104.8% |
| 3Y | +212.5% | -66.1% | +278.6% | +203.0% |
| 5Y | +286.9% | -91.9% | +378.8% | +290.2% |
| 10Y | +432.3% | -99.2% | +531.6% | +501.7% |
| All | +621.7% | -99.6% | +721.3% | +720.1% |
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