+241.5%
HL vs NLY
+1,197.0%
-955.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -4.4% | -4.0% | -0.4% | -2.6% |
| 30D | +9.3% | -5.2% | +14.5% | +12.0% |
| 3M | +32.0% | +2.8% | +29.1% | +30.6% |
| 6M | -6.4% | +4.2% | -10.6% | -7.8% |
| YTD | +3.1% | +4.7% | -1.5% | +1.8% |
| 1Y | +77.6% | +12.7% | +64.8% | +69.4% |
| 3Y | +392.8% | +62.5% | +330.3% | +301.8% |
| 5Y | +234.1% | +26.3% | +207.8% | +199.2% |
| 10Y | +264.5% | +81.0% | +183.5% | +178.9% |
| All | +241.5% | +1,197.0% | -955.5% | +65.1% |
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