+11.5%
NEE vs HIG
+110.6%
-99.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -2.1% | +2.6% | -4.7% | -3.0% |
| 30D | +8.6% | +4.2% | +4.4% | +7.2% |
| 3M | -0.3% | +0.2% | -0.5% | -0.4% |
| 6M | -8.9% | +4.6% | -13.5% | -10.6% |
| YTD | +8.3% | +1.1% | +7.2% | +7.4% |
| 1Y | +4.3% | +4.7% | -0.4% | +2.0% |
| 3Y | +70.7% | +95.5% | -24.7% | +33.1% |
| All | +11.5% | +110.6% | -99.2% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling