+177.3%
HOOD vs NLY
+25.6%
+151.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -7.8% | -4.0% | -3.8% | -4.6% |
| 30D | +18.6% | -5.2% | +23.8% | +24.1% |
| 3M | +22.1% | +2.8% | +19.2% | +18.9% |
| 6M | +43.1% | +4.2% | +38.9% | +38.6% |
| YTD | -0.5% | +4.7% | -5.1% | -4.5% |
| 1Y | -4.4% | +12.7% | -17.1% | -14.1% |
| 3Y | +938.5% | +62.5% | +875.9% | +602.2% |
| All | +177.3% | +25.6% | +151.7% | +206.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling