+458.6%
NEE vs HLT
+641.9%
-183.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -1.9% | -2.6% | +0.7% | -1.5% |
| 30D | -3.1% | -2.6% | -0.5% | -2.7% |
| 3M | -2.4% | -9.4% | +7.0% | -1.0% |
| 6M | -8.6% | +2.7% | -11.3% | -9.2% |
| YTD | +4.9% | +6.8% | -1.8% | +3.5% |
| 1Y | +19.4% | +12.4% | +7.0% | +16.6% |
| 3Y | +34.9% | +100.2% | -65.3% | +18.7% |
| 5Y | +11.0% | +143.7% | -132.7% | -6.6% |
| 10Y | +252.3% | +584.9% | -332.5% | +147.0% |
| All | +458.6% | +641.9% | -183.3% | +296.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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