+60.5%
HAS vs NLY
+81.8%
-21.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -1.1% | -4.0% | +2.9% | +0.5% |
| 30D | -2.8% | -5.2% | +2.4% | -0.8% |
| 3M | +10.1% | +2.8% | +7.3% | +8.8% |
| 6M | -1.4% | +4.2% | -5.6% | -3.2% |
| YTD | +14.2% | +4.7% | +9.5% | +11.7% |
| 1Y | +18.2% | +12.7% | +5.4% | +12.2% |
| 3Y | +48.6% | +62.5% | -13.9% | +22.4% |
| 5Y | +14.2% | +26.3% | -12.1% | +1.0% |
| All | +60.5% | +81.8% | -21.4% | +41.4% |
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