+3,264.8%
HST vs FCEL
-99.8%
+3,364.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.0% | +7.6% | +3.1% |
| 7D | +0.6% | -8.3% | +8.9% | +1.3% |
| 30D | +14.5% | -43.0% | +57.5% | +20.4% |
| 3M | +15.4% | -48.2% | +63.6% | +21.2% |
| 6M | +22.0% | -25.0% | +46.9% | +17.8% |
| YTD | +54.9% | +40.6% | +14.2% | +37.0% |
| 1Y | +54.0% | +36.0% | +18.0% | +35.6% |
| 3Y | +90.4% | -66.7% | +157.2% | +75.3% |
| 5Y | +84.2% | -96.7% | +180.9% | +105.5% |
| 10Y | +144.6% | -99.0% | +243.6% | +108.9% |
| All | +3,264.8% | -99.8% | +3,364.6% | +2,947.2% |
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 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