+1,110.8%
HSY vs NLY
+1,197.0%
-86.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +0.1% | -4.0% | +4.1% | +0.8% |
| 30D | -5.2% | -5.2% | +0.1% | -4.2% |
| 3M | -3.4% | +2.8% | -6.2% | -3.9% |
| 6M | -19.2% | +4.2% | -23.4% | -19.9% |
| YTD | -2.6% | +4.7% | -7.3% | -3.7% |
| 1Y | -3.8% | +12.7% | -16.5% | -6.2% |
| 3Y | -10.6% | +62.5% | -73.2% | -19.1% |
| 5Y | +12.3% | +26.3% | -14.0% | +4.8% |
| 10Y | +129.6% | +81.0% | +48.6% | +95.7% |
| All | +1,110.8% | +1,197.0% | -86.2% | +760.4% |
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