+11.3%
NEE vs HUM
+6.5%
+4.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -0.2% |
| 7D | -1.3% | +2.1% | -3.4% | -1.4% |
| 30D | -3.3% | +5.4% | -8.7% | -3.5% |
| 3M | -2.3% | +11.4% | -13.7% | -2.7% |
| 6M | -8.9% | +141.5% | -150.4% | -12.2% |
| YTD | +4.8% | +61.2% | -56.4% | +2.8% |
| 1Y | +18.7% | +49.2% | -30.4% | +16.8% |
| 3Y | +33.2% | -9.0% | +42.3% | +38.0% |
| All | +11.3% | +6.5% | +4.8% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 5y: compounded portfolio wealth divided by compounded HUM 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…
5y analysis · Full analysis span regression · 6 months rolling