-99.8%
FCEL vs HAS
+1,490.7%
-1,590.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -15.8% | -1.8% | -14.0% | -15.2% |
| 30D | -29.3% | +2.3% | -31.5% | -30.3% |
| 3M | -30.1% | +10.4% | -40.5% | -33.9% |
| 6M | +74.4% | -3.2% | +77.7% | +72.4% |
| YTD | +104.5% | +15.4% | +89.1% | +85.4% |
| 1Y | +281.4% | +18.8% | +262.6% | +240.4% |
| 3Y | -66.1% | +43.9% | -110.0% | -72.7% |
| 5Y | -91.9% | +13.9% | -105.8% | -92.6% |
| 10Y | -99.2% | +56.4% | -155.6% | -99.4% |
| All | -99.8% | +1,490.7% | -1,590.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling