+1,388.5%
HWM vs FCEL
-99.2%
+1,487.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.5% | -9.0% | +1.9% |
| 7D | +3.4% | -11.2% | +14.6% | +4.0% |
| 30D | -7.5% | -45.8% | +38.2% | -4.7% |
| 3M | -28.9% | -51.0% | +22.1% | -26.7% |
| 6M | -19.6% | -22.2% | +2.6% | -20.8% |
| YTD | +0.6% | +36.3% | -35.6% | -5.1% |
| 1Y | +0.3% | +29.0% | -28.7% | -5.4% |
| 3Y | +326.1% | -70.9% | +397.0% | +313.4% |
| 5Y | +525.2% | -96.3% | +621.5% | +559.4% |
| 10Y | +1,492.9% | -99.1% | +1,591.9% | +1,831.9% |
| All | +1,388.5% | -99.2% | +1,487.7% | +1,707.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling