+571.9%
HPE vs NEE
+337.1%
+234.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | +7.9% | -2.1% | +10.0% | +8.3% |
| 30D | -23.5% | +8.6% | -32.1% | -25.1% |
| 3M | -19.1% | -0.3% | -18.8% | -19.2% |
| 6M | +51.4% | -8.9% | +60.3% | +54.0% |
| YTD | +103.4% | +8.3% | +95.1% | +98.1% |
| 1Y | +114.4% | +4.3% | +110.1% | +110.4% |
| 3Y | +224.7% | +70.7% | +153.9% | +169.4% |
| 5Y | +277.8% | +12.8% | +265.0% | +250.8% |
| 10Y | +371.1% | +287.2% | +83.8% | +206.4% |
| All | +571.9% | +337.1% | +234.8% | +289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling