+30.6%
HUM vs FCEL
+269.1%
-238.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | +4.2% | -15.8% | +20.0% | +4.4% |
| 30D | +10.4% | -29.3% | +39.6% | +10.9% |
| 3M | +15.1% | -30.1% | +45.2% | +15.4% |
| 6M | +120.9% | +74.4% | +46.5% | +119.6% |
| YTD | +57.9% | +104.5% | -46.6% | +58.3% |
| 1Y | +30.6% | +281.4% | -250.8% | +52.6% |
| All | +30.6% | +269.1% | -238.6% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling