+11.4%
NEE vs HCA
+11.2%
+0.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.3% | -5.5% | +3.8% |
| 7D | +9.2% | +10.2% | -1.1% | +8.0% |
| 30D | +16.0% | +17.4% | -1.5% | +14.3% |
| 3M | +2.2% | +27.7% | -25.5% | +0.2% |
| 6M | -6.0% | +20.0% | -26.0% | -7.6% |
| YTD | +12.6% | +10.0% | +2.6% | +12.6% |
| 1Y | +11.4% | +9.0% | +2.4% | +11.0% |
| All | +11.4% | +11.2% | +0.2% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling