+2,973.0%
HD vs NLY
+1,202.9%
+1,770.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.7% |
| 7D | -3.9% | -3.6% | -0.3% | -2.8% |
| 30D | -13.1% | -4.9% | -8.2% | -11.8% |
| 3M | -3.4% | +6.2% | -9.6% | -5.2% |
| 6M | -12.6% | +4.5% | -17.0% | -13.6% |
| YTD | -9.2% | +5.1% | -14.4% | -10.6% |
| 1Y | -23.9% | +13.5% | -37.4% | -26.9% |
| 3Y | +0.4% | +65.6% | -65.2% | -14.1% |
| 5Y | +4.5% | +26.9% | -22.4% | -4.8% |
| 10Y | +205.4% | +81.8% | +123.6% | +142.1% |
| All | +2,973.0% | +1,202.9% | +1,770.1% | +1,716.1% |
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