+238.3%
NEE vs HWM
+1,301.3%
-1,063.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | 0.0% |
| 7D | -1.9% | -12.5% | +10.6% | -0.2% |
| 30D | -3.1% | -19.0% | +15.9% | -0.4% |
| 3M | -2.4% | -8.6% | +6.2% | -1.5% |
| 6M | -8.6% | -10.2% | +1.6% | -7.8% |
| YTD | +4.9% | +11.3% | -6.4% | +2.5% |
| 1Y | +19.4% | +24.3% | -4.9% | +14.6% |
| 3Y | +34.9% | +382.3% | -347.4% | +2.2% |
| 5Y | +11.0% | +640.6% | -629.6% | -22.0% |
| All | +238.3% | +1,301.3% | -1,063.0% | +105.0% |
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