+433.3%
HUT vs FCEL
-97.4%
+530.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.7% | +3.1% | -2.4% |
| 7D | +18.9% | +15.1% | +3.8% | +16.0% |
| 30D | +12.0% | -16.4% | +28.4% | +14.5% |
| 3M | -14.9% | -5.3% | -9.6% | -16.6% |
| 6M | +96.8% | +124.5% | -27.7% | +59.8% |
| YTD | +108.8% | +126.7% | -17.9% | +70.2% |
| 1Y | +227.4% | +219.9% | +7.5% | +148.0% |
| 3Y | +760.3% | -61.6% | +821.9% | +720.2% |
| 5Y | +86.1% | -90.5% | +176.6% | +113.2% |
| All | +433.3% | -97.4% | +530.8% | +628.6% |
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