+152.3%
HUM vs FCEL
-99.1%
+251.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.3% | +2.2% |
| 7D | +2.1% | +6.3% | -4.2% | +1.9% |
| 30D | +5.4% | -26.7% | +32.1% | +6.0% |
| 3M | +11.4% | -10.2% | +21.6% | +11.0% |
| 6M | +141.5% | +123.5% | +18.0% | +134.2% |
| YTD | +61.2% | +117.4% | -56.2% | +56.1% |
| 1Y | +49.2% | +146.0% | -96.8% | +43.4% |
| 3Y | -9.0% | -61.9% | +52.9% | -10.4% |
| 5Y | +7.2% | -90.5% | +97.7% | +7.5% |
| All | +152.3% | -99.1% | +251.4% | +151.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling