-99.1%
FCEL vs HAS
+53.3%
-152.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.4% | +21.2% | +20.1% |
| 7D | +4.0% | -3.1% | +7.1% | +5.5% |
| 30D | -13.1% | -2.7% | -10.4% | -12.4% |
| 3M | +14.6% | +8.9% | +5.7% | +7.1% |
| 6M | +133.7% | -2.9% | +136.6% | +128.3% |
| YTD | +143.0% | +12.6% | +130.3% | +114.9% |
| 1Y | +320.9% | +17.5% | +303.4% | +261.3% |
| 3Y | -58.9% | +46.2% | -105.1% | -70.3% |
| 5Y | -89.7% | +12.6% | -102.2% | -91.2% |
| 10Y | -99.1% | +55.7% | -154.8% | -99.3% |
| All | -99.1% | +53.3% | -152.3% | -99.3% |
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