+761.8%
HPE vs NLY
+104.6%
+657.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.5% | +12.9% | +12.6% |
| 7D | +19.4% | -4.0% | +23.4% | +21.6% |
| 30D | +5.6% | -5.2% | +10.8% | +8.1% |
| 3M | +33.1% | +2.8% | +30.2% | +31.0% |
| 6M | +192.5% | +4.2% | +188.3% | +185.2% |
| YTD | +160.9% | +4.7% | +156.3% | +153.6% |
| 1Y | +155.0% | +12.7% | +142.2% | +139.3% |
| 3Y | +289.4% | +62.5% | +226.9% | +207.7% |
| 5Y | +395.7% | +26.3% | +369.3% | +331.1% |
| 10Y | +574.8% | +81.0% | +493.9% | +391.7% |
| All | +761.8% | +104.6% | +657.2% | +448.3% |
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