+243.8%
HPQ vs FCEL
-99.1%
+343.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.9% | +6.5% | +8.3% |
| 7D | +9.8% | +6.3% | +3.5% | +9.2% |
| 30D | +22.4% | -26.7% | +49.0% | +23.9% |
| 3M | +45.2% | -10.2% | +55.3% | +42.9% |
| 6M | +96.4% | +123.5% | -27.1% | +79.5% |
| YTD | +65.4% | +117.4% | -52.0% | +50.5% |
| 1Y | +31.6% | +146.0% | -114.4% | +17.7% |
| 3Y | +37.0% | -61.9% | +98.9% | +29.9% |
| 5Y | +53.0% | -90.5% | +143.5% | +52.5% |
| All | +243.8% | -99.1% | +343.0% | +256.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling