+223.3%
HOOD vs NLY
+27.2%
+196.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -7.8% | -4.0% | -3.8% | -4.8% |
| 30D | +18.6% | -5.2% | +23.8% | +23.8% |
| 3M | +22.1% | +2.8% | +19.2% | +19.1% |
| 6M | +43.1% | +4.2% | +38.9% | +38.9% |
| YTD | -0.5% | +4.7% | -5.1% | -4.3% |
| 1Y | -4.4% | +12.7% | -17.1% | -13.6% |
| 3Y | +938.5% | +62.5% | +875.9% | +618.1% |
| 5Y | +173.4% | +26.3% | +147.1% | +173.4% |
| All | +223.3% | +27.2% | +196.1% | +215.2% |
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