-91.9%
HTZ vs NLY
+25.3%
-117.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.7% |
| 7D | -2.5% | +0.4% | -2.9% | -2.8% |
| 30D | -3.7% | -1.4% | -2.4% | -2.8% |
| 3M | -57.0% | +12.0% | -69.0% | -60.9% |
| 6M | -47.0% | +8.3% | -55.3% | -50.6% |
| YTD | -57.5% | +8.6% | -66.1% | -60.4% |
| 1Y | -63.5% | +16.9% | -80.4% | -67.9% |
| 3Y | -86.3% | +71.0% | -157.4% | -90.9% |
| 5Y | -86.8% | +31.1% | -117.8% | -87.0% |
| All | -91.9% | +25.3% | -117.2% | -91.4% |
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 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