+1,029.0%
NEE vs HBM
+456.2%
+572.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -2.1% | +2.2% | -4.4% | -2.3% |
| 30D | +8.6% | -11.8% | +20.4% | +9.4% |
| 3M | -0.3% | -19.2% | +18.9% | +0.8% |
| 6M | -8.9% | -22.9% | +14.0% | -8.1% |
| YTD | +8.3% | +7.8% | +0.5% | +6.3% |
| 1Y | +4.3% | +34.9% | -30.7% | +0.7% |
| 3Y | +70.7% | +422.2% | -351.5% | +47.9% |
| 5Y | +12.8% | +192.8% | -180.0% | -0.3% |
| 10Y | +287.2% | +281.1% | +6.1% | +211.5% |
| All | +1,029.0% | +456.2% | +572.8% | +753.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling