+239.5%
HUT vs FCEL
-98.3%
+337.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +6.5% | +1.0% | +6.4% |
| 7D | +24.8% | +3.9% | +20.9% | +24.0% |
| 30D | -28.4% | -33.1% | +4.7% | -22.4% |
| 3M | -31.2% | -43.0% | +11.7% | -24.3% |
| 6M | -40.2% | -31.3% | -8.9% | -38.8% |
| YTD | +32.9% | +49.8% | -16.9% | +17.3% |
| 1Y | +39.1% | +48.2% | -9.1% | +21.4% |
| 3Y | +462.8% | -64.6% | +527.3% | +457.4% |
| 5Y | -13.9% | -96.7% | +82.8% | +11.8% |
| All | +239.5% | -98.3% | +337.8% | +401.8% |
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