+6.7%
HCA vs NLY
+12.5%
-5.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.5% |
| 7D | +5.4% | -4.0% | +9.4% | +6.6% |
| 30D | +3.0% | -5.2% | +8.2% | +4.5% |
| 3M | +13.0% | +2.8% | +10.2% | +12.3% |
| 6M | -20.3% | +4.2% | -24.5% | -21.2% |
| YTD | -8.2% | +4.7% | -12.9% | -9.2% |
| 1Y | +6.7% | +12.7% | -6.0% | +3.6% |
| All | +6.7% | +12.5% | -5.8% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling