+2.6%
HAL vs NLY
+81.8%
-79.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.4% |
| 7D | -3.3% | -4.0% | +0.7% | -0.9% |
| 30D | +8.2% | -5.2% | +13.4% | +11.7% |
| 3M | -9.4% | +2.8% | -12.3% | -11.5% |
| 6M | +0.6% | +4.2% | -3.6% | -3.3% |
| YTD | +28.6% | +4.7% | +23.9% | +22.9% |
| 1Y | +63.9% | +12.7% | +51.2% | +49.0% |
| 3Y | -7.1% | +62.5% | -69.7% | -34.5% |
| 5Y | +102.3% | +26.3% | +76.0% | +66.5% |
| All | +2.6% | +81.8% | -79.3% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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