+7.4%
HD vs NEE
+12.6%
-5.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -1.2% | +1.1% | -2.3% | -1.5% |
| 30D | -11.1% | -0.2% | -10.9% | -11.1% |
| 3M | +2.0% | +0.5% | +1.5% | +1.9% |
| 6M | -10.5% | -6.5% | -3.9% | -8.8% |
| YTD | -6.9% | +6.7% | -13.6% | -8.9% |
| 1Y | -23.2% | +23.6% | -46.8% | -28.3% |
| 3Y | +3.1% | +37.1% | -34.1% | -9.2% |
| 5Y | +7.4% | +10.9% | -3.5% | +1.7% |
| All | +7.4% | +12.6% | -5.3% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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