+41.5%
HDB vs NLY
+81.8%
-40.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.5% | +7.3% | +7.0% |
| 7D | +0.7% | -4.0% | +4.7% | +2.2% |
| 30D | +1.0% | -5.2% | +6.2% | +3.0% |
| 3M | -2.0% | +2.8% | -4.8% | -3.0% |
| 6M | -18.1% | +4.2% | -22.3% | -19.3% |
| YTD | -36.1% | +4.7% | -40.8% | -37.3% |
| 1Y | -34.0% | +12.7% | -46.8% | -37.1% |
| 3Y | -26.7% | +62.5% | -89.2% | -40.1% |
| 5Y | -33.9% | +26.3% | -60.2% | -41.2% |
| All | +41.5% | +81.8% | -40.3% | +10.0% |
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