+206.4%
HD vs NLY
+81.8%
+124.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -3.8% | -4.0% | +0.2% | -2.4% |
| 30D | -9.4% | -5.2% | -4.2% | -7.6% |
| 3M | -4.6% | +2.8% | -7.4% | -5.5% |
| 6M | -10.1% | +4.2% | -14.3% | -11.3% |
| YTD | -8.3% | +4.7% | -13.0% | -9.9% |
| 1Y | -25.0% | +12.7% | -37.8% | -28.3% |
| 3Y | +1.5% | +62.5% | -61.0% | -15.0% |
| 5Y | +5.6% | +26.3% | -20.8% | -5.6% |
| All | +206.4% | +81.8% | +124.6% | +183.9% |
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 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