+2,735.8%
HST vs FCEL
-99.8%
+2,835.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | -1.0% | -15.8% | +14.8% | +0.5% |
| 30D | -12.3% | -29.3% | +17.0% | -9.6% |
| 3M | -6.4% | -30.1% | +23.8% | -6.3% |
| 6M | +15.0% | +74.4% | -59.4% | +1.7% |
| YTD | +30.5% | +104.5% | -74.0% | +12.6% |
| 1Y | +35.7% | +281.4% | -245.7% | +6.6% |
| 3Y | +68.4% | -66.1% | +134.5% | +56.2% |
| 5Y | +73.1% | -91.9% | +165.0% | +76.4% |
| 10Y | +92.7% | -99.2% | +191.9% | +73.3% |
| All | +2,735.8% | -99.8% | +2,835.6% | +2,404.4% |
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