+42.4%
FCEL vs HAS
+66.3%
-23.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.1% | -9.0% | -4.9% |
| 7D | -14.9% | +2.4% | -17.3% | -14.1% |
| 30D | -41.7% | +31.6% | -73.3% | -35.5% |
| 3M | -53.2% | +33.9% | -87.0% | -47.9% |
| 6M | -19.0% | +31.4% | -50.5% | -12.3% |
| YTD | +44.2% | +51.6% | -7.5% | +50.1% |
| 1Y | +42.4% | +65.2% | -22.7% | +42.6% |
| All | +42.4% | +66.3% | -23.9% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 1y: compounded portfolio wealth divided by compounded HAS 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…
1y analysis · Full analysis span regression · 6 months rolling