+29.3%
HWM vs FCEL
+328.0%
-298.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +18.8% | -29.5% | -11.4% |
| 7D | -9.2% | +4.0% | -13.1% | -9.4% |
| 30D | -17.9% | -13.1% | -4.8% | -17.4% |
| 3M | -6.0% | +14.6% | -20.6% | -7.5% |
| 6M | -7.4% | +133.7% | -141.0% | -13.5% |
| YTD | +13.1% | +143.0% | -129.9% | +4.6% |
| 1Y | +29.3% | +320.9% | -291.5% | +19.9% |
| All | +29.3% | +328.0% | -298.6% | +19.9% |
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