-96.9%
FCEL vs HAS
+50.4%
-147.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.5% | +12.1% | +11.8% |
| 7D | -11.2% | -0.2% | -11.1% | -11.2% |
| 30D | -45.8% | +31.0% | -76.8% | -54.6% |
| 3M | -51.0% | +30.7% | -81.6% | -59.5% |
| 6M | -22.2% | +23.9% | -46.2% | -34.9% |
| YTD | +36.3% | +48.3% | -12.1% | -3.6% |
| 1Y | +29.0% | +60.2% | -31.2% | -14.7% |
| 3Y | -70.9% | +189.2% | -260.1% | -89.5% |
| All | -96.9% | +50.4% | -147.4% | -97.8% |
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