+192.5%
HPE vs NLY
+4.2%
+188.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.5% | +12.9% | +12.4% |
| 7D | +19.4% | -4.0% | +23.4% | +19.5% |
| 30D | +5.6% | -5.2% | +10.8% | +5.6% |
| 3M | +33.1% | +2.8% | +30.2% | +32.6% |
| 6M | +192.5% | +4.2% | +188.3% | +189.6% |
| All | +192.5% | +4.2% | +188.3% | +189.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling