+10.9%
NEE vs HUT
+102.6%
-91.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | +0.3% |
| 7D | +1.1% | +28.3% | -27.2% | +0.2% |
| 30D | -0.2% | +12.3% | -12.5% | -0.7% |
| 3M | +0.5% | -16.8% | +17.4% | +0.7% |
| 6M | -6.5% | +111.4% | -117.9% | -10.0% |
| YTD | +6.7% | +116.6% | -109.9% | +2.2% |
| 1Y | +23.6% | +290.5% | -266.9% | +14.9% |
| 3Y | +37.1% | +792.3% | -755.2% | +17.1% |
| 5Y | +10.9% | +94.1% | -83.2% | -5.8% |
| All | +10.9% | +102.6% | -91.7% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling