+4,002.5%
NEE vs HIG
+995.0%
+3,007.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -2.1% | +2.6% | -4.7% | -2.4% |
| 30D | +8.6% | +4.2% | +4.4% | +8.1% |
| 3M | -0.3% | +0.2% | -0.5% | -0.3% |
| 6M | -8.9% | +4.6% | -13.5% | -9.5% |
| YTD | +8.3% | +1.1% | +7.2% | +8.1% |
| 1Y | +4.3% | +4.7% | -0.4% | +3.5% |
| 3Y | +70.7% | +95.5% | -24.7% | +57.4% |
| 5Y | +12.8% | +111.7% | -98.9% | +2.7% |
| 10Y | +287.2% | +263.4% | +23.8% | +224.8% |
| All | +4,002.5% | +995.0% | +3,007.6% | +2,423.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling