-11.1%
HUM vs FCEL
-63.4%
+52.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +0.2% |
| 7D | -1.4% | +6.3% | -7.7% | -1.5% |
| 30D | +7.5% | -18.8% | +26.3% | +7.7% |
| 3M | +10.2% | -3.8% | +14.0% | +10.2% |
| 6M | +132.5% | +121.1% | +11.4% | +131.4% |
| YTD | +57.6% | +113.3% | -55.6% | +56.8% |
| 1Y | +48.6% | +173.5% | -124.9% | +48.4% |
| All | -11.1% | -63.4% | +52.4% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling