-7.5%
NEE vs HL
+3.2%
-10.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.5% |
| 7D | +1.1% | +7.1% | -6.0% | +1.0% |
| 30D | -0.2% | +21.4% | -21.7% | -0.6% |
| 3M | +0.5% | +37.4% | -36.9% | -0.2% |
| All | -7.5% | +3.2% | -10.8% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling