+225.5%
HOOD vs NLY
+27.8%
+197.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | +0.5% |
| 7D | -9.1% | -3.6% | -5.5% | -6.4% |
| 30D | +20.1% | -4.9% | +25.0% | +25.0% |
| 3M | +31.2% | +6.2% | +25.0% | +24.9% |
| 6M | +44.3% | +4.5% | +39.8% | +39.8% |
| YTD | +0.2% | +5.1% | -4.9% | -4.0% |
| 1Y | -3.5% | +13.5% | -17.0% | -13.3% |
| 3Y | +955.2% | +65.6% | +889.6% | +619.8% |
| 5Y | +175.3% | +26.9% | +148.4% | +174.2% |
| All | +225.5% | +27.8% | +197.7% | +216.1% |
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