+94.1%
HUT vs FCEL
-90.2%
+184.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +18.8% | -12.4% | -0.5% |
| 7D | +28.3% | +4.0% | +24.3% | +25.0% |
| 30D | +12.3% | -13.1% | +25.4% | +15.6% |
| 3M | -16.8% | +14.6% | -31.4% | -28.5% |
| 6M | +111.4% | +133.7% | -22.3% | +20.3% |
| YTD | +116.6% | +143.0% | -26.4% | +21.8% |
| 1Y | +290.5% | +320.9% | -30.4% | +62.2% |
| 3Y | +792.3% | -58.9% | +851.2% | +673.0% |
| 5Y | +94.1% | -89.7% | +183.8% | +243.0% |
| All | +94.1% | -90.2% | +184.3% | +243.0% |
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