+7,150.9%
NEE vs HUM
+5,550.8%
+1,600.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -1.9% | -1.4% | -0.5% | -1.8% |
| 30D | -3.1% | +7.5% | -10.6% | -3.8% |
| 3M | -2.4% | +10.2% | -12.6% | -3.5% |
| 6M | -8.6% | +132.5% | -141.1% | -16.4% |
| YTD | +4.9% | +57.6% | -52.7% | -0.7% |
| 1Y | +19.4% | +48.6% | -29.2% | +13.3% |
| 3Y | +34.9% | -11.2% | +46.0% | +32.7% |
| 5Y | +11.0% | +4.8% | +6.2% | +6.6% |
| 10Y | +252.3% | +147.1% | +105.2% | +208.6% |
| All | +7,150.9% | +5,550.8% | +1,600.1% | +4,509.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling