+66.5%
HST vs NLY
+64.2%
+2.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.7% |
| 7D | +0.9% | -4.0% | +4.9% | +3.3% |
| 30D | -2.5% | -5.2% | +2.8% | +0.6% |
| 3M | -5.1% | +2.8% | -8.0% | -7.0% |
| 6M | +21.6% | +4.2% | +17.4% | +18.0% |
| YTD | +31.6% | +4.7% | +27.0% | +27.1% |
| 1Y | +36.1% | +12.7% | +23.4% | +25.4% |
| 3Y | +66.5% | +62.5% | +3.9% | +21.9% |
| All | +66.5% | +64.2% | +2.3% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling