+326.1%
HWM vs FCEL
-74.5%
+400.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.5% | -9.0% | +2.1% |
| 7D | +3.4% | -11.2% | +14.6% | +3.8% |
| 30D | -7.5% | -45.8% | +38.2% | -5.8% |
| 3M | -28.9% | -51.0% | +22.1% | -27.4% |
| 6M | -19.6% | -22.2% | +2.6% | -19.9% |
| YTD | +0.6% | +36.3% | -35.6% | -2.4% |
| 1Y | +0.3% | +29.0% | -28.7% | -2.7% |
| 3Y | +326.1% | -70.9% | +397.0% | +314.2% |
| All | +326.1% | -74.5% | +400.6% | +314.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling