+11.0%
NEE vs DHR
-29.9%
+41.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.3% |
| 7D | -1.9% | -5.0% | +3.0% | -0.7% |
| 30D | -3.1% | -3.3% | +0.2% | -2.4% |
| 3M | -2.4% | +9.4% | -11.9% | -5.3% |
| 6M | -8.6% | +3.2% | -11.8% | -10.2% |
| YTD | +4.9% | -12.0% | +17.0% | +7.8% |
| 1Y | +19.4% | +4.9% | +14.5% | +15.7% |
| 3Y | +34.9% | -7.4% | +42.2% | +31.8% |
| 5Y | +11.0% | -29.8% | +40.8% | +17.5% |
| All | +11.0% | -29.9% | +41.0% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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