+102.1%
HAL vs NLY
+1,202.9%
-1,100.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -1.8% |
| 7D | -3.3% | -3.6% | +0.4% | -1.8% |
| 30D | +7.2% | -4.9% | +12.1% | +9.3% |
| 3M | -8.8% | +6.2% | -15.0% | -11.2% |
| 6M | +3.0% | +4.5% | -1.5% | +0.3% |
| YTD | +29.4% | +5.1% | +24.3% | +25.6% |
| 1Y | +62.8% | +13.5% | +49.3% | +53.1% |
| 3Y | -6.4% | +65.6% | -72.0% | -25.0% |
| 5Y | +103.6% | +26.9% | +76.7% | +78.9% |
| 10Y | +4.3% | +81.8% | -77.5% | -17.9% |
| All | +102.1% | +1,202.9% | -1,100.8% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling