+87.5%
HST vs FCEL
-68.6%
+156.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.6% | -6.0% | +2.3% |
| 7D | -1.1% | +3.0% | -4.2% | -1.3% |
| 30D | +11.6% | -40.0% | +51.6% | +13.8% |
| 3M | +9.5% | -47.0% | +56.6% | +11.8% |
| 6M | +18.9% | -21.0% | +39.9% | +16.2% |
| YTD | +51.0% | +48.0% | +3.0% | +40.6% |
| 1Y | +53.0% | +43.9% | +9.1% | +42.0% |
| 3Y | +87.5% | -67.5% | +155.0% | +88.0% |
| All | +87.5% | -68.6% | +156.1% | +88.0% |
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 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