+11.3%
NEE vs HCA
+71.9%
-60.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.5% |
| 7D | -1.3% | +5.4% | -6.8% | -2.7% |
| 30D | -3.3% | +3.0% | -6.3% | -4.2% |
| 3M | -2.3% | +13.0% | -15.3% | -5.8% |
| 6M | -8.9% | -20.3% | +11.4% | -3.8% |
| YTD | +4.8% | -8.2% | +13.0% | +6.1% |
| 1Y | +18.7% | +6.7% | +12.0% | +14.8% |
| 3Y | +33.2% | +60.4% | -27.1% | +13.3% |
| All | +11.3% | +71.9% | -60.6% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling