-69.3%
FCEL vs HAS
+212.5%
-281.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.3% |
| 7D | -2.8% | +1.4% | -4.2% | -3.1% |
| 30D | -31.6% | +26.3% | -57.9% | -37.0% |
| 3M | -52.4% | +25.6% | -78.0% | -56.2% |
| 6M | -51.4% | +30.3% | -81.7% | -56.7% |
| YTD | +32.4% | +50.4% | -17.9% | +5.4% |
| 1Y | +37.5% | +57.7% | -20.2% | +5.8% |
| 3Y | -69.3% | +213.4% | -282.6% | -90.3% |
| All | -69.3% | +212.5% | -281.8% | -90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling