+17.6%
NEE vs ALHC
-64.2%
+81.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.3% |
| 7D | +3.9% | +1.0% | +2.9% | +3.8% |
| 30D | +12.8% | -14.2% | +27.0% | +13.8% |
| 3M | +3.6% | -45.1% | +48.7% | +7.4% |
| 6M | -7.5% | -59.5% | +52.0% | -2.7% |
| YTD | +10.7% | -62.8% | +73.5% | +16.6% |
| 1Y | +9.1% | -55.5% | +64.6% | +13.1% |
| 3Y | +61.0% | +25.7% | +35.3% | +45.5% |
| All | +17.6% | -64.2% | +81.8% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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