-66.4%
HUBS vs FCEL
-90.6%
+24.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | -9.0% | +6.3% | -15.3% | -9.8% |
| 30D | +7.2% | -26.7% | +33.9% | +9.8% |
| 3M | +20.9% | -10.2% | +31.0% | +15.8% |
| 6M | -13.0% | +123.5% | -136.5% | -32.4% |
| YTD | -43.8% | +117.4% | -161.2% | -56.8% |
| 1Y | -54.6% | +146.0% | -200.6% | -67.0% |
| 3Y | -58.5% | -61.9% | +3.4% | -61.8% |
| All | -66.4% | -90.6% | +24.2% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling