+17.0%
NEE vs THC
+262.3%
-245.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.4% |
| 7D | +2.2% | +7.5% | -5.3% | +1.1% |
| 30D | +12.3% | +9.6% | +2.7% | +10.8% |
| 3M | +3.4% | +10.3% | -6.9% | +1.8% |
| 6M | -5.3% | +51.8% | -57.1% | -11.4% |
| YTD | +10.6% | +45.4% | -34.9% | +3.6% |
| 1Y | +6.5% | +40.8% | -34.3% | +0.2% |
| 3Y | +73.5% | +448.8% | -375.3% | +26.3% |
| 5Y | +17.0% | +263.4% | -246.4% | -12.8% |
| All | +17.0% | +262.3% | -245.3% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling