+49.2%
HUM vs FCEL
+180.7%
-131.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.3% | +2.2% |
| 7D | +2.1% | +6.3% | -4.2% | +1.8% |
| 30D | +5.4% | -26.7% | +32.1% | +6.2% |
| 3M | +11.4% | -10.2% | +21.6% | +11.1% |
| 6M | +141.5% | +123.5% | +18.0% | +132.1% |
| YTD | +61.2% | +117.4% | -56.2% | +54.4% |
| 1Y | +49.2% | +146.0% | -96.8% | +34.1% |
| All | +49.2% | +180.7% | -131.6% | +34.1% |
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