+75.6%
HST vs NLY
+2.3%
+73.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.6% | -0.4% |
| 7D | +3.3% | +3.5% | -0.2% | +1.7% |
| 30D | +16.4% | +3.6% | +12.7% | +14.4% |
| 3M | +5.5% | -13.6% | +19.1% | +13.0% |
| 6M | +31.1% | -9.1% | +40.2% | +36.7% |
| YTD | +55.9% | -6.1% | +62.0% | +57.8% |
| 1Y | +75.6% | +0.7% | +74.9% | +71.8% |
| All | +75.6% | +2.3% | +73.3% | +71.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling