+1,579.2%
HWM vs FCEL
-98.9%
+1,678.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.6% | -3.6% | +4.6% |
| 7D | +1.6% | +3.0% | -1.5% | +1.4% |
| 30D | -3.9% | -40.0% | +36.1% | -1.5% |
| 3M | -23.2% | -47.0% | +23.8% | -21.2% |
| 6M | -20.0% | -21.0% | +1.0% | -21.2% |
| YTD | +5.7% | +48.0% | -42.3% | -0.7% |
| 1Y | +4.9% | +43.9% | -39.0% | -1.7% |
| 3Y | +347.0% | -67.5% | +414.5% | +331.0% |
| 5Y | +563.0% | -96.7% | +659.7% | +603.4% |
| 10Y | +1,579.2% | -99.0% | +1,678.2% | +1,975.6% |
| All | +1,579.2% | -98.9% | +1,678.1% | +1,975.6% |
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