+165.2%
NEE vs HUT
+435.6%
-270.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -1.3% |
| 7D | -0.5% | +18.9% | -19.4% | -1.1% |
| 30D | -1.7% | +12.0% | -13.7% | -2.1% |
| 3M | -1.8% | -14.9% | +13.0% | -1.7% |
| 6M | -8.8% | +96.8% | -105.6% | -11.7% |
| YTD | +5.2% | +108.8% | -103.6% | +1.3% |
| 1Y | +21.3% | +227.4% | -206.0% | +14.4% |
| 3Y | +35.2% | +760.3% | -725.1% | +18.5% |
| 5Y | +10.1% | +86.1% | -75.9% | -2.5% |
| All | +165.2% | +435.6% | -270.4% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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