-25.9%
HUT vs FCEL
-96.7%
+70.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.6% | -0.3% | +5.0% |
| 7D | +3.7% | +3.0% | +0.6% | +3.3% |
| 30D | -32.3% | -40.0% | +7.7% | -17.4% |
| 3M | -35.6% | -47.0% | +11.4% | -20.1% |
| 6M | -42.1% | -21.0% | -21.1% | -45.8% |
| YTD | +24.1% | +48.0% | -23.9% | -15.7% |
| 1Y | +27.9% | +43.9% | -16.0% | -15.4% |
| 3Y | +409.1% | -67.5% | +476.6% | +378.0% |
| 5Y | -25.9% | -96.7% | +70.7% | +176.7% |
| All | -25.9% | -96.7% | +70.8% | +176.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling