+180.7%
HIMS vs NLY
+57.6%
+123.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | -0.7% | -4.0% | +3.3% | +0.7% |
| 30D | -8.2% | -5.2% | -3.0% | -6.4% |
| 3M | -4.7% | +2.8% | -7.5% | -5.6% |
| 6M | +6.3% | +4.2% | +2.1% | +5.2% |
| YTD | -15.3% | +4.7% | -19.9% | -16.3% |
| 1Y | -46.9% | +12.7% | -59.6% | -48.9% |
| 3Y | +321.3% | +62.5% | +258.7% | +265.7% |
| 5Y | +215.8% | +26.3% | +189.5% | +180.6% |
| All | +180.7% | +57.6% | +123.2% | +148.9% |
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 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