+256.9%
HL vs NLY
+81.8%
+175.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -4.4% | -4.0% | -0.4% | -2.0% |
| 30D | +9.3% | -5.2% | +14.5% | +12.9% |
| 3M | +32.0% | +2.8% | +29.1% | +30.1% |
| 6M | -6.4% | +4.2% | -10.6% | -8.3% |
| YTD | +3.1% | +4.7% | -1.5% | +1.2% |
| 1Y | +77.6% | +12.7% | +64.8% | +66.8% |
| 3Y | +392.8% | +62.5% | +330.3% | +275.0% |
| 5Y | +234.1% | +26.3% | +207.8% | +188.0% |
| All | +256.9% | +81.8% | +175.1% | +148.0% |
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