+1,474.6%
HWM vs FCEL
-99.1%
+1,573.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.5% | -0.7% |
| 7D | +7.3% | -2.8% | +10.1% | +7.4% |
| 30D | +1.6% | -31.6% | +33.2% | +3.5% |
| 3M | -21.9% | -52.4% | +30.5% | -19.3% |
| 6M | -19.0% | -51.4% | +32.4% | -18.1% |
| YTD | +7.9% | +32.4% | -24.5% | +2.0% |
| 1Y | +9.9% | +37.5% | -27.6% | +3.3% |
| 3Y | +342.1% | -69.3% | +411.4% | +327.5% |
| 5Y | +600.8% | -97.1% | +697.9% | +649.2% |
| All | +1,474.6% | -99.1% | +1,573.7% | +1,870.7% |
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 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