+151.8%
HYG vs FCEL
-100.0%
+251.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.5% | -0.3% |
| 7D | -0.7% | +6.3% | -7.0% | -0.9% |
| 30D | -0.6% | -18.8% | +18.2% | -0.2% |
| 3M | +0.4% | -3.8% | +4.2% | -0.3% |
| 6M | +1.2% | +121.1% | -119.9% | -2.3% |
| YTD | +1.5% | +113.3% | -111.8% | -2.2% |
| 1Y | +3.2% | +173.5% | -170.3% | -1.8% |
| 3Y | +25.9% | -63.9% | +89.8% | +23.5% |
| 5Y | +18.6% | -90.7% | +109.3% | +18.5% |
| 10Y | +55.8% | -99.2% | +154.9% | +57.4% |
| All | +151.8% | -100.0% | +251.8% | +154.5% |
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