+739.0%
HUT vs FCEL
-66.1%
+805.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +5.7% |
| 7D | +17.8% | -15.8% | +33.6% | +22.6% |
| 30D | +0.8% | -29.3% | +30.1% | +9.2% |
| 3M | -26.8% | -30.1% | +3.4% | -24.2% |
| 6M | +72.6% | +74.4% | -1.9% | +28.9% |
| YTD | +103.6% | +104.5% | -0.9% | +46.1% |
| 1Y | +265.3% | +281.4% | -16.1% | +114.9% |
| All | +739.0% | -66.1% | +805.1% | +785.3% |
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