-70.9%
FCEL vs HAS
+181.4%
-252.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.5% | +12.1% | +11.7% |
| 7D | -11.2% | -0.2% | -11.1% | -11.2% |
| 30D | -45.8% | +31.0% | -76.8% | -50.9% |
| 3M | -51.0% | +30.7% | -81.6% | -55.9% |
| 6M | -22.2% | +23.9% | -46.2% | -29.4% |
| YTD | +36.3% | +48.3% | -12.1% | +8.9% |
| 1Y | +29.0% | +60.2% | -31.2% | -2.3% |
| 3Y | -70.9% | +189.2% | -260.1% | -89.1% |
| All | -70.9% | +181.4% | -252.3% | -89.1% |
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