+621.7%
HPE vs NEE
+328.4%
+293.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.7% | -4.3% |
| 7D | -0.6% | +1.9% | -2.5% | -1.0% |
| 30D | -2.3% | -2.2% | -0.1% | -1.8% |
| 3M | -2.9% | -1.2% | -1.7% | -2.8% |
| 6M | +143.6% | -8.6% | +152.1% | +147.7% |
| YTD | +118.5% | +6.2% | +112.3% | +114.3% |
| 1Y | +129.2% | +21.1% | +108.1% | +117.4% |
| 3Y | +212.5% | +36.4% | +176.1% | +176.9% |
| 5Y | +286.9% | +11.4% | +275.5% | +260.3% |
| 10Y | +432.3% | +250.0% | +182.4% | +256.1% |
| All | +621.7% | +328.4% | +293.3% | +321.1% |
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