+281.9%
NEE vs HAS
+106.1%
+175.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | +2.2% | +2.2% | 0.0% | +1.7% |
| 30D | +12.3% | +29.6% | -17.3% | +6.3% |
| 3M | +3.4% | +30.3% | -26.9% | -2.3% |
| 6M | -5.3% | +25.6% | -30.9% | -10.1% |
| YTD | +10.6% | +50.8% | -40.3% | +0.7% |
| 1Y | +6.5% | +63.0% | -56.6% | -4.6% |
| 3Y | +73.5% | +211.6% | -138.0% | +33.0% |
| 5Y | +17.0% | +50.4% | -33.4% | +2.8% |
| 10Y | +281.9% | +101.9% | +180.0% | +194.3% |
| All | +281.9% | +106.1% | +175.8% | +194.3% |
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