+63.8%
HBAN vs NLY
+1,197.0%
-1,133.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.0% |
| 7D | -1.0% | -4.0% | +3.0% | +1.3% |
| 30D | -5.6% | -5.2% | -0.4% | -2.8% |
| 3M | -1.1% | +2.8% | -4.0% | -2.9% |
| 6M | +9.9% | +4.2% | +5.7% | +6.9% |
| YTD | -0.9% | +4.7% | -5.6% | -4.0% |
| 1Y | -1.4% | +12.7% | -14.1% | -8.5% |
| 3Y | +78.2% | +62.5% | +15.7% | +34.1% |
| 5Y | +37.0% | +26.3% | +10.7% | +15.0% |
| 10Y | +158.9% | +81.0% | +77.9% | +70.2% |
| All | +63.8% | +1,197.0% | -1,133.3% | -36.6% |
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