-94.0%
HTZ vs NLY
+8.5%
-102.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.4% |
| 7D | -16.4% | +2.5% | -18.9% | -17.8% |
| 30D | -15.1% | +3.6% | -18.7% | -17.4% |
| 3M | -28.2% | -14.6% | -13.6% | -18.9% |
| 6M | -73.1% | -10.1% | -63.0% | -70.9% |
| YTD | -68.3% | -6.0% | -62.3% | -67.0% |
| 1Y | -75.2% | -1.0% | -74.3% | -75.2% |
| 3Y | -81.1% | +68.8% | -149.9% | -87.2% |
| 5Y | -95.0% | +9.4% | -104.4% | -94.2% |
| All | -94.0% | +8.5% | -102.5% | -92.8% |
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