+66.1%
HST vs FCEL
-59.7%
+125.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +18.8% | -18.7% | -0.8% |
| 7D | +2.0% | +4.0% | -2.0% | +1.6% |
| 30D | -5.2% | -13.1% | +7.8% | -4.9% |
| 3M | -6.2% | +14.6% | -20.8% | -8.5% |
| 6M | +20.4% | +133.7% | -113.2% | +10.3% |
| YTD | +30.6% | +143.0% | -112.3% | +18.8% |
| 1Y | +37.4% | +320.9% | -283.5% | +17.7% |
| 3Y | +66.1% | -58.9% | +125.0% | +66.2% |
| All | +66.1% | -59.7% | +125.8% | +66.2% |
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