+571.9%
HPE vs FCEL
-99.7%
+671.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.8% | -3.4% |
| 7D | +7.9% | -2.8% | +10.7% | +8.1% |
| 30D | -23.5% | -31.6% | +8.2% | -21.6% |
| 3M | -19.1% | -52.4% | +33.3% | -15.5% |
| 6M | +51.4% | -51.4% | +102.8% | +55.1% |
| YTD | +103.4% | +32.4% | +71.0% | +94.8% |
| 1Y | +114.4% | +37.5% | +76.9% | +104.2% |
| 3Y | +224.7% | -69.3% | +293.9% | +218.8% |
| 5Y | +277.8% | -97.1% | +374.9% | +302.4% |
| 10Y | +371.1% | -99.1% | +470.2% | +422.9% |
| All | +571.9% | -99.7% | +671.7% | +684.0% |
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