+1,573.3%
HWM vs FCEL
-98.5%
+1,671.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +18.8% | -29.5% | -11.7% |
| 7D | -9.2% | +4.0% | -13.1% | -9.6% |
| 30D | -17.9% | -13.1% | -4.8% | -17.5% |
| 3M | -6.0% | +14.6% | -20.6% | -8.2% |
| 6M | -7.4% | +133.7% | -141.0% | -14.4% |
| YTD | +13.1% | +143.0% | -129.9% | +3.9% |
| 1Y | +29.3% | +320.9% | -291.5% | +13.9% |
| 3Y | +389.9% | -58.9% | +448.8% | +367.6% |
| 5Y | +655.5% | -89.7% | +745.2% | +655.5% |
| All | +1,573.3% | -98.5% | +1,671.9% | +1,877.5% |
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