In the California interview (see below), TurboTax asks you for "interest, dividends, and capital gains" from your HSA account.
It is possible (even likely) that the regular statements from Fidelity do not report this, since this is not needed in 48 of the 50 states.
So unless you find an HSA statement that clearly marks such things, I would call Fidelity and ask to speak to a customer service rep who is familiar with how HSAs get reported in California and New Jersey. There is bound to be someone there who is familiar with the situation, given how many people live in those two states.
***Where to enter***
In California, on the screen with the heading "Here's the income that California handles differently", scroll down to the subheading "Investments", and click on Start for Health Savings Accounts (HSA) earnings. In the screen that follows, enter your interest, dividends, and capital gains in your HSA.
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