+1,754.0%
HCA vs NLY
+107.9%
+1,646.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.6% |
| 7D | +5.4% | -4.0% | +9.4% | +7.3% |
| 30D | +3.0% | -5.2% | +8.2% | +5.3% |
| 3M | +13.0% | +2.8% | +10.2% | +11.6% |
| 6M | -20.3% | +4.2% | -24.5% | -21.9% |
| YTD | -8.2% | +4.7% | -12.9% | -10.5% |
| 1Y | +6.7% | +12.7% | -6.0% | +0.5% |
| 3Y | +60.4% | +62.5% | -2.2% | +26.4% |
| 5Y | +73.4% | +26.3% | +47.1% | +50.2% |
| 10Y | +506.9% | +81.0% | +426.0% | +336.5% |
| All | +1,754.0% | +107.9% | +1,646.1% | +1,320.6% |
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