+142.9%
HOOD vs NEE
+26.7%
+116.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | -3.2% | -2.8% | -0.5% | -2.4% |
| 30D | -22.6% | +9.5% | -32.1% | -24.9% |
| 3M | -10.4% | +1.0% | -11.4% | -10.9% |
| 6M | +4.7% | -8.0% | +12.7% | +7.2% |
| YTD | -25.2% | +9.4% | -34.7% | -28.2% |
| 1Y | -35.9% | +3.1% | -39.0% | -37.2% |
| 3Y | +927.7% | +70.5% | +857.2% | +654.9% |
| 5Y | +147.5% | +15.2% | +132.3% | +115.0% |
| All | +142.9% | +26.7% | +116.2% | +140.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling