+173.1%
NEE vs HUT
+221.4%
-48.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.9% | 0.0% |
| 7D | -2.1% | +9.3% | -11.4% | -2.4% |
| 30D | +8.6% | -23.1% | +31.7% | +9.1% |
| 3M | -0.3% | -30.6% | +30.3% | +0.3% |
| 6M | -8.9% | -46.9% | +37.9% | -8.0% |
| YTD | +8.3% | +25.3% | -17.0% | +5.5% |
| 1Y | +4.3% | +59.8% | -55.6% | +0.4% |
| 3Y | +70.7% | +467.2% | -396.5% | +51.1% |
| 5Y | +12.8% | -24.6% | +37.5% | +2.6% |
| All | +173.1% | +221.4% | -48.3% | +103.7% |
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