+19.6%
HPQ vs FCEL
-68.7%
+88.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.2% | +1.8% |
| 7D | +3.2% | -2.8% | +6.0% | +3.2% |
| 30D | -3.6% | -31.6% | +28.0% | -2.7% |
| 3M | -5.3% | -52.4% | +47.1% | -3.6% |
| 6M | +41.1% | -51.4% | +92.5% | +39.8% |
| YTD | +36.9% | +32.4% | +4.4% | +24.4% |
| 1Y | +23.5% | +37.5% | -14.0% | +11.4% |
| 3Y | +19.6% | -69.3% | +88.9% | +15.6% |
| All | +19.6% | -68.7% | +88.3% | +15.6% |
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 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