-99.0%
FCEL vs HAS
+106.1%
-205.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.7% | +6.9% | +7.7% |
| 7D | +3.0% | +2.2% | +0.9% | +1.9% |
| 30D | -40.0% | +29.6% | -69.6% | -48.5% |
| 3M | -47.0% | +30.3% | -77.3% | -55.2% |
| 6M | -21.0% | +25.6% | -46.6% | -33.1% |
| YTD | +48.0% | +50.8% | -2.8% | +9.9% |
| 1Y | +43.9% | +63.0% | -19.1% | +1.4% |
| 3Y | -67.5% | +211.6% | -279.1% | -85.2% |
| 5Y | -96.7% | +50.4% | -147.1% | -97.6% |
| 10Y | -99.0% | +101.9% | -200.9% | -99.5% |
| All | -99.0% | +106.1% | -205.1% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling