+442.4%
HWM vs FCEL
-64.7%
+507.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.5% |
| 7D | -2.1% | -15.8% | +13.7% | -1.5% |
| 30D | -11.0% | -29.3% | +18.3% | -9.9% |
| 3M | +4.0% | -30.1% | +34.2% | +4.3% |
| 6M | -0.2% | +74.4% | -74.7% | -4.0% |
| YTD | +26.7% | +104.5% | -77.9% | +20.7% |
| 1Y | +44.7% | +281.4% | -236.7% | +34.7% |
| All | +442.4% | -64.7% | +507.0% | +428.8% |
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