+126.5%
HSY vs NLY
+81.8%
+44.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +0.1% | -4.0% | +4.1% | +1.0% |
| 30D | -5.2% | -5.2% | +0.1% | -4.0% |
| 3M | -3.4% | +2.8% | -6.2% | -4.1% |
| 6M | -19.2% | +4.2% | -23.4% | -20.1% |
| YTD | -2.6% | +4.7% | -7.3% | -4.0% |
| 1Y | -3.8% | +12.7% | -16.5% | -6.8% |
| 3Y | -10.6% | +62.5% | -73.2% | -21.0% |
| 5Y | +12.3% | +26.3% | -14.0% | +4.2% |
| All | +126.5% | +81.8% | +44.7% | +102.5% |
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