+1,520.0%
HWM vs FCEL
-99.1%
+1,619.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.5% | -4.3% | +1.9% |
| 7D | +5.0% | +3.9% | +1.1% | +4.7% |
| 30D | +1.5% | -33.1% | +34.6% | +3.5% |
| 3M | -20.3% | -43.0% | +22.6% | -18.5% |
| 6M | -18.0% | -31.3% | +13.3% | -18.6% |
| YTD | +9.5% | +49.8% | -40.3% | +2.8% |
| 1Y | +7.5% | +48.2% | -40.7% | +0.6% |
| 3Y | +355.7% | -64.6% | +420.2% | +337.2% |
| 5Y | +610.2% | -96.7% | +706.9% | +654.0% |
| 10Y | +1,516.8% | -99.0% | +1,615.8% | +1,863.6% |
| All | +1,520.0% | -99.1% | +1,619.1% | +1,857.1% |
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