+860.3%
HON vs NLY
+1,197.0%
-336.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -3.5% | -4.0% | +0.5% | -2.3% |
| 30D | -13.8% | -5.2% | -8.5% | -12.4% |
| 3M | -11.7% | +2.8% | -14.5% | -12.4% |
| 6M | -18.7% | +4.2% | -22.9% | -19.7% |
| YTD | +0.2% | +4.7% | -4.4% | -1.2% |
| 1Y | -3.1% | +12.7% | -15.8% | -6.5% |
| 3Y | +17.0% | +62.5% | -45.6% | +1.0% |
| 5Y | +2.0% | +26.3% | -24.3% | -7.0% |
| 10Y | +135.4% | +81.0% | +54.4% | +90.4% |
| All | +860.3% | +1,197.0% | -336.8% | +548.6% |
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