+11.0%
NEE vs HL
+232.7%
-221.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.1% |
| 7D | -1.9% | -5.6% | +3.7% | -1.4% |
| 30D | -3.1% | +12.7% | -15.9% | -4.5% |
| 3M | -2.4% | +42.5% | -44.9% | -6.5% |
| 6M | -8.6% | -9.0% | +0.4% | -8.6% |
| YTD | +4.9% | +4.4% | +0.5% | +2.2% |
| 1Y | +19.4% | +82.7% | -63.3% | +7.6% |
| 3Y | +34.9% | +406.3% | -371.4% | +1.0% |
| 5Y | +11.0% | +238.2% | -227.1% | -17.8% |
| All | +11.0% | +232.7% | -221.6% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling