+212.7%
HST vs NLY
+1,202.9%
-990.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +2.1% |
| 7D | +0.7% | -3.6% | +4.3% | +2.9% |
| 30D | -0.7% | -4.9% | +4.3% | +2.4% |
| 3M | -4.0% | +6.2% | -10.2% | -7.7% |
| 6M | +20.7% | +4.5% | +16.2% | +17.0% |
| YTD | +31.0% | +5.1% | +25.9% | +26.4% |
| 1Y | +36.2% | +13.5% | +22.7% | +25.2% |
| 3Y | +66.6% | +65.6% | +1.1% | +20.3% |
| 5Y | +75.8% | +26.9% | +48.9% | +45.2% |
| 10Y | +108.0% | +81.8% | +26.2% | +29.3% |
| All | +212.7% | +1,202.9% | -990.2% | +29.0% |
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