+285.0%
NEE vs HST
+133.9%
+151.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -3.4% | +3.6% | -7.0% | -3.9% |
| 30D | +9.0% | +9.9% | -0.9% | +7.3% |
| 3M | +0.2% | +12.9% | -12.8% | -1.9% |
| 6M | -8.5% | +22.9% | -31.4% | -11.7% |
| YTD | +8.6% | +52.4% | -43.8% | +0.8% |
| 1Y | +2.2% | +52.5% | -50.4% | -5.2% |
| 3Y | +69.1% | +87.4% | -18.3% | +49.8% |
| 5Y | +13.0% | +82.9% | -69.9% | -0.9% |
| All | +285.0% | +133.9% | +151.1% | +209.7% |
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