+1,011.9%
NEE vs HBM
+654.4%
+357.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | +0.1% |
| 7D | +1.1% | +7.4% | -6.3% | +0.6% |
| 30D | -0.2% | +5.1% | -5.3% | -0.6% |
| 3M | +0.5% | +11.1% | -10.6% | -0.6% |
| 6M | -6.5% | +30.2% | -36.7% | -9.0% |
| YTD | +6.7% | +46.2% | -39.5% | +2.8% |
| 1Y | +23.6% | +120.0% | -96.4% | +15.5% |
| 3Y | +37.1% | +527.4% | -490.3% | +17.6% |
| 5Y | +10.9% | +400.4% | -389.5% | -5.1% |
| 10Y | +245.4% | +621.5% | -376.2% | +166.7% |
| All | +1,011.9% | +654.4% | +357.5% | +725.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HBM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling