+4.5%
HD vs NLY
+25.6%
-21.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -3.8% | -4.0% | +0.2% | -2.0% |
| 30D | -9.4% | -5.2% | -4.2% | -7.2% |
| 3M | -4.6% | +2.8% | -7.4% | -5.7% |
| 6M | -10.1% | +4.2% | -14.3% | -11.7% |
| YTD | -8.3% | +4.7% | -13.0% | -10.3% |
| 1Y | -25.0% | +12.7% | -37.8% | -29.0% |
| 3Y | +1.5% | +62.5% | -61.0% | -18.5% |
| All | +4.5% | +25.6% | -21.1% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling