+175.9%
NEE vs HUT
+240.9%
-65.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.6% | -7.9% | -0.5% |
| 7D | -2.8% | +24.8% | -27.5% | -3.5% |
| 30D | +9.5% | -28.4% | +37.9% | +10.3% |
| 3M | +1.0% | -31.2% | +32.3% | +1.7% |
| 6M | -8.0% | -40.2% | +32.3% | -7.4% |
| YTD | +9.4% | +32.9% | -23.5% | +6.4% |
| 1Y | +3.1% | +39.1% | -35.9% | -0.2% |
| 3Y | +70.5% | +462.8% | -392.3% | +51.0% |
| 5Y | +15.2% | -13.9% | +29.1% | +4.4% |
| All | +175.9% | +240.9% | -65.0% | +105.5% |
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