+220.1%
HUT vs FCEL
-98.5%
+318.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.6% | -1.5% | -6.1% |
| 7D | +9.3% | -2.8% | +12.2% | +10.0% |
| 30D | -23.1% | -31.6% | +8.5% | -17.1% |
| 3M | -30.6% | -52.4% | +21.8% | -21.1% |
| 6M | -46.9% | -51.4% | +4.6% | -42.1% |
| YTD | +25.3% | +32.4% | -7.1% | +13.0% |
| 1Y | +59.8% | +37.5% | +22.3% | +41.4% |
| 3Y | +467.2% | -69.3% | +536.5% | +476.0% |
| 5Y | -24.6% | -97.1% | +72.5% | +0.1% |
| All | +220.1% | -98.5% | +318.6% | +383.7% |
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 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