+839.0%
NEE vs HCA
+1,635.7%
-796.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +1.1% | -2.8% | +3.9% | +1.6% |
| 30D | -0.2% | -2.7% | +2.5% | +0.2% |
| 3M | +0.5% | +11.5% | -11.0% | -1.9% |
| 6M | -6.5% | -24.3% | +17.8% | -2.0% |
| YTD | +6.7% | -13.6% | +20.3% | +8.9% |
| 1Y | +23.6% | -3.2% | +26.8% | +23.2% |
| 3Y | +37.1% | +50.4% | -13.3% | +24.9% |
| 5Y | +10.9% | +64.8% | -53.8% | -2.1% |
| 10Y | +245.4% | +456.5% | -211.2% | +146.4% |
| All | +839.0% | +1,635.7% | -796.7% | +459.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling