+1,773.8%
HWM vs FCEL
-98.8%
+1,872.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -2.1% | -15.8% | +13.7% | -1.3% |
| 30D | -11.0% | -29.3% | +18.3% | -9.5% |
| 3M | +4.0% | -30.1% | +34.2% | +4.4% |
| 6M | -0.2% | +74.4% | -74.7% | -6.1% |
| YTD | +26.7% | +104.5% | -77.9% | +17.6% |
| 1Y | +44.7% | +281.4% | -236.7% | +28.4% |
| 3Y | +426.1% | -66.1% | +492.2% | +408.3% |
| 5Y | +738.5% | -91.9% | +830.4% | +750.6% |
| All | +1,773.8% | -98.8% | +1,872.6% | +2,139.0% |
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