+21.3%
NEE vs THC
+40.1%
-18.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -1.5% |
| 7D | -0.5% | +4.1% | -4.6% | -0.7% |
| 30D | -1.7% | +3.5% | -5.2% | -1.8% |
| 3M | -1.8% | +61.7% | -63.6% | -4.3% |
| 6M | -8.8% | +11.8% | -20.7% | -8.2% |
| YTD | +5.2% | +35.4% | -30.2% | +4.3% |
| 1Y | +21.3% | +37.0% | -15.7% | +21.3% |
| All | +21.3% | +40.1% | -18.7% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling