+320.9%
FCEL vs HAS
+16.8%
+304.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.4% | +21.2% | +18.4% |
| 7D | +4.0% | -3.1% | +7.1% | +3.5% |
| 30D | -13.1% | -2.7% | -10.4% | -13.4% |
| 3M | +14.6% | +8.9% | +5.7% | +14.4% |
| 6M | +133.7% | -2.9% | +136.6% | +126.8% |
| YTD | +143.0% | +12.6% | +130.3% | +123.8% |
| 1Y | +320.9% | +17.5% | +303.4% | +286.0% |
| All | +320.9% | +16.8% | +304.0% | +286.0% |
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