-91.7%
FCEL vs HAS
+13.4%
-105.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | -15.8% | -1.8% | -14.0% | -14.9% |
| 30D | -29.3% | +2.3% | -31.5% | -30.8% |
| 3M | -30.1% | +10.4% | -40.5% | -35.8% |
| 6M | +74.4% | -3.2% | +77.7% | +70.7% |
| YTD | +104.5% | +15.4% | +89.1% | +72.0% |
| 1Y | +281.4% | +18.8% | +262.6% | +211.2% |
| 3Y | -66.1% | +43.9% | -110.0% | -77.6% |
| All | -91.7% | +13.4% | -105.1% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling