+1,891.0%
HPQ vs FCEL
-99.7%
+1,990.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +18.8% | -23.3% | -6.0% |
| 7D | -0.5% | +4.0% | -4.5% | -1.1% |
| 30D | +3.7% | -13.1% | +16.8% | +4.2% |
| 3M | +24.3% | +14.6% | +9.7% | +18.8% |
| 6M | +64.8% | +133.7% | -68.9% | +43.9% |
| YTD | +43.9% | +143.0% | -99.1% | +24.2% |
| 1Y | +11.7% | +320.9% | -309.2% | -9.9% |
| 3Y | +19.7% | -58.9% | +78.6% | +10.0% |
| 5Y | +32.2% | -89.7% | +121.9% | +30.9% |
| 10Y | +198.9% | -99.1% | +298.0% | +170.2% |
| All | +1,891.0% | -99.7% | +1,990.7% | +1,457.0% |
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