+3.3%
HWM vs FCEL
+38.4%
-35.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.1% |
| 3M | -23.2% | -47.0% | +23.8% | -21.4% |
| 6M | -20.0% | -21.0% | +1.0% | -20.3% |
| YTD | +5.7% | +48.0% | -42.3% | -1.5% |
| All | +3.3% | +38.4% | -35.0% | -4.6% |
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 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