+44.7%
HWM vs FCEL
+269.1%
-224.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -2.1% | -15.8% | +13.7% | -1.4% |
| 30D | -11.0% | -29.3% | +18.3% | -9.7% |
| 3M | +4.0% | -30.1% | +34.2% | +4.2% |
| 6M | -0.2% | +74.4% | -74.7% | -5.3% |
| YTD | +26.7% | +104.5% | -77.9% | +18.0% |
| 1Y | +44.7% | +281.4% | -236.7% | +33.4% |
| All | +44.7% | +269.1% | -224.4% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling