Hearts of Iron II assumes that there are support vessels that are able to re-provision a navy while they are conducting their missions: even if they are in the middle of the ocean: but the base must have access to supplies and fuel in order to do so. Simply assigning a fleet to a base does not guarantee the fleet's supply. A base acts as the last link in a supply chain that must stretch unbroken from a depot that contains the necessary supplies and oil. If you play the USA you will find that this is a common oversight: particularly in the Pacific, where you will have fleets operating many miles from the continental USA. Don't forget to set up a convoy to ferry supplies and oil to each of the depots you will need to create in each of the many islands where you base your fleets. You will need quite a few convoys to do this and may find it easier to set up a few larger depots somewhere close (possibly Hawaii, Midway, Wake Island, etc.) and then have smaller convoys ship goods from there to the various forward naval bases you are using in the theatre. Remember, too, that allies may occasionally rebase their vessels to your naval port facilities and that they will be expecting you to meet their provisioning needs.
The mission range value prohibits you from ordering a fleet to perform duties beyond its maximum range; however it will allow you to mcve your fleets within that range restriction even if you are out of supplies and oil (the assumption being that at least a bare minimum of food and fuel can be scrounged to keep them moving). Operating without the full availability of supplies and fuel will greatly reduce your movement speed and will cause your fleet to become disorganised very quickly. Engaging enemy vessels when you are operating in under-supplied conditions is a very good way to suffer rapid defeat and lose a lot of ships.
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