+7,169.4%
NEE vs HL
+63.3%
+7,106.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -1.7% | +18.8% | -20.5% | -2.5% |
| 3M | -1.8% | +43.7% | -45.6% | -3.7% |
| 6M | -8.8% | -1.0% | -7.8% | -9.2% |
| YTD | +5.2% | +8.7% | -3.5% | +3.9% |
| 1Y | +21.3% | +105.0% | -83.7% | +16.1% |
| 3Y | +35.2% | +427.3% | -392.1% | +22.5% |
| 5Y | +10.1% | +249.3% | -239.2% | +0.4% |
| 10Y | +253.2% | +284.2% | -30.9% | +208.1% |
| All | +7,169.4% | +63.3% | +7,106.0% | +5,910.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling