+253.2%
NEE vs HST
+101.1%
+152.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | -1.7% | -2.8% | +1.1% | -1.3% |
| 3M | -1.8% | -6.5% | +4.6% | -0.9% |
| 6M | -8.8% | +20.7% | -29.5% | -11.8% |
| YTD | +5.2% | +30.5% | -25.3% | +0.3% |
| 1Y | +21.3% | +36.8% | -15.4% | +14.6% |
| 3Y | +35.2% | +65.9% | -30.7% | +22.1% |
| 5Y | +10.1% | +73.9% | -63.8% | -2.6% |
| 10Y | +253.2% | +107.0% | +146.2% | +181.4% |
| All | +253.2% | +101.1% | +152.1% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded HST 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling