+243.8%
HPQ vs NLY
+81.8%
+162.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.5% | +8.9% | +8.6% |
| 7D | +9.8% | -4.0% | +13.7% | +11.8% |
| 30D | +22.4% | -5.2% | +27.6% | +25.3% |
| 3M | +45.2% | +2.8% | +42.3% | +43.0% |
| 6M | +96.4% | +4.2% | +92.2% | +91.6% |
| YTD | +65.4% | +4.7% | +60.7% | +60.6% |
| 1Y | +31.6% | +12.7% | +18.8% | +23.1% |
| 3Y | +37.0% | +62.5% | -25.5% | +7.3% |
| 5Y | +53.0% | +26.3% | +26.7% | +32.9% |
| All | +243.8% | +81.8% | +162.0% | +165.9% |
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