+39.9%
HLT vs NLY
-1.3%
+41.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +3.8% | +2.9% | +0.9% | +2.5% |
| 30D | +15.6% | +4.6% | +11.0% | +13.2% |
| 3M | +15.1% | -14.1% | +29.2% | +22.9% |
| 6M | +15.3% | -10.7% | +26.1% | +20.6% |
| YTD | +29.1% | -7.0% | +36.1% | +29.5% |
| 1Y | +39.9% | -0.7% | +40.6% | +30.3% |
| All | +39.9% | -1.3% | +41.2% | +30.3% |
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