+74.4%
FCEL vs HAS
-4.2%
+78.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.7% |
| 7D | -15.8% | -1.8% | -14.0% | -16.4% |
| 30D | -29.3% | +2.3% | -31.5% | -28.7% |
| 3M | -30.1% | +10.4% | -40.5% | -28.4% |
| 6M | +74.4% | -3.2% | +77.7% | +69.5% |
| All | +74.4% | -4.2% | +78.7% | +69.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling