-25.0%
HD vs NLY
+12.5%
-37.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.3% |
| 7D | -3.8% | -4.0% | +0.2% | -1.4% |
| 30D | -9.4% | -5.2% | -4.2% | -6.3% |
| 3M | -4.6% | +2.8% | -7.4% | -5.8% |
| 6M | -10.1% | +4.2% | -14.3% | -12.2% |
| YTD | -8.3% | +4.7% | -13.0% | -11.4% |
| 1Y | -25.0% | +12.7% | -37.8% | -29.9% |
| All | -25.0% | +12.5% | -37.6% | -29.9% |
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 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