+983.6%
HAS vs NLY
+1,245.6%
-262.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -2.7% | -1.4% | -1.3% | -2.3% |
| 3M | +8.9% | +12.0% | -3.1% | +5.5% |
| 6M | -2.9% | +8.3% | -11.3% | -5.1% |
| YTD | +12.6% | +8.6% | +4.1% | +9.9% |
| 1Y | +17.5% | +16.9% | +0.6% | +12.3% |
| 3Y | +46.2% | +71.0% | -24.8% | +26.1% |
| 5Y | +12.6% | +31.1% | -18.5% | +2.8% |
| 10Y | +55.7% | +81.0% | -25.3% | +28.3% |
| All | +983.6% | +1,245.6% | -262.0% | +564.9% |
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