+244.8%
NEE vs HIG
+313.7%
-68.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | -1.3% | -1.5% | +0.1% | -1.0% |
| 30D | -3.3% | -0.4% | -3.0% | -3.3% |
| 3M | -2.3% | +6.7% | -8.9% | -4.0% |
| 6M | -8.9% | +2.0% | -10.8% | -9.5% |
| YTD | +4.8% | +0.3% | +4.5% | +4.3% |
| 1Y | +18.7% | +4.2% | +14.5% | +17.0% |
| 3Y | +33.2% | +102.2% | -69.0% | +11.0% |
| 5Y | +10.9% | +118.5% | -107.6% | -10.0% |
| All | +244.8% | +313.7% | -68.8% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling