+287.3%
NEE vs HST
+143.2%
+144.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.1% |
| 7D | +2.3% | +0.6% | +1.7% | +2.2% |
| 30D | +11.5% | +14.5% | -3.0% | +9.0% |
| 3M | +2.6% | +15.4% | -12.8% | +0.2% |
| 6M | -6.0% | +22.0% | -27.9% | -9.2% |
| YTD | +9.8% | +54.9% | -45.0% | +1.8% |
| 1Y | +4.7% | +54.0% | -49.3% | -2.9% |
| 3Y | +71.0% | +90.4% | -19.4% | +51.2% |
| 5Y | +15.8% | +84.2% | -68.4% | +1.5% |
| 10Y | +287.3% | +144.6% | +142.7% | +210.4% |
| All | +287.3% | +143.2% | +144.0% | +210.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling