+244.8%
NEE vs HL
+273.7%
-28.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -1.3% | -4.4% | +3.0% | -1.0% |
| 30D | -3.3% | +9.3% | -12.6% | -4.2% |
| 3M | -2.3% | +32.0% | -34.2% | -5.0% |
| 6M | -8.9% | -6.4% | -2.4% | -9.2% |
| YTD | +4.8% | +3.1% | +1.6% | +2.7% |
| 1Y | +18.7% | +77.6% | -58.8% | +10.1% |
| 3Y | +33.2% | +392.8% | -359.6% | +9.6% |
| 5Y | +10.9% | +234.1% | -223.3% | -8.0% |
| All | +244.8% | +273.7% | -28.8% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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