-93.9%
HTZ vs NLY
+5.0%
-98.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.1% | +11.4% | +10.9% |
| 7D | -27.4% | -3.2% | -24.3% | -25.6% |
| 30D | -11.4% | +0.2% | -11.6% | -11.6% |
| 3M | -33.1% | -17.8% | -15.3% | -22.3% |
| 6M | -73.5% | -12.3% | -61.2% | -70.9% |
| YTD | -68.1% | -9.0% | -59.1% | -65.9% |
| 1Y | -74.3% | -4.6% | -69.6% | -73.5% |
| 3Y | -80.9% | +61.8% | -142.7% | -86.6% |
| 5Y | -93.8% | +6.2% | -100.0% | -92.7% |
| All | -93.9% | +5.0% | -98.9% | -92.6% |
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