-45.0%
HIMS vs NLY
+0.3%
-45.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.4% | -9.3% | -9.4% |
| 7D | -18.9% | +2.1% | -21.0% | -20.1% |
| 30D | -18.4% | +2.3% | -20.7% | -19.8% |
| 3M | -24.0% | -13.7% | -10.3% | -14.3% |
| 6M | -8.6% | -9.6% | +1.0% | -1.5% |
| YTD | -25.9% | -6.5% | -19.4% | -19.8% |
| 1Y | -45.0% | -0.6% | -44.4% | -39.8% |
| All | -45.0% | +0.3% | -45.3% | -39.8% |
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