+245.4%
NEE vs HAS
+53.3%
+192.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.0% |
| 7D | +1.1% | -3.1% | +4.2% | +1.7% |
| 30D | -0.2% | -2.7% | +2.5% | +0.3% |
| 3M | +0.5% | +8.9% | -8.4% | -1.5% |
| 6M | -6.5% | -2.9% | -3.6% | -6.4% |
| YTD | +6.7% | +12.6% | -5.9% | +3.4% |
| 1Y | +23.6% | +17.5% | +6.1% | +18.6% |
| 3Y | +37.1% | +46.2% | -9.1% | +23.1% |
| 5Y | +10.9% | +12.6% | -1.6% | +3.5% |
| 10Y | +245.4% | +55.7% | +189.7% | +185.9% |
| All | +245.4% | +53.3% | +192.1% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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