+287.3%
NEE vs HWM
+1,599.0%
-1,311.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +2.3% | -1.8% | +4.1% | +2.5% |
| 30D | +11.5% | -2.7% | +14.2% | +11.6% |
| 3M | +2.6% | -22.7% | +25.4% | +5.9% |
| 6M | -6.0% | -18.9% | +13.0% | -3.8% |
| YTD | +9.8% | +7.1% | +2.7% | +7.5% |
| 1Y | +4.7% | +4.7% | 0.0% | +2.8% |
| 3Y | +71.0% | +345.6% | -274.5% | +30.5% |
| 5Y | +15.8% | +588.3% | -572.5% | -18.2% |
| 10Y | +287.3% | +1,516.2% | -1,228.9% | +131.3% |
| All | +287.3% | +1,599.0% | -1,311.8% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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