-61.5%
HTZ vs NLY
+17.7%
-79.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +7.5% | -1.0% | +8.5% | +8.2% |
| 30D | +47.4% | +0.6% | +46.8% | +46.8% |
| 3M | -54.9% | +10.8% | -65.7% | -58.7% |
| 6M | -47.0% | +6.2% | -53.2% | -49.0% |
| YTD | -55.3% | +9.0% | -64.3% | -57.8% |
| All | -61.5% | +17.7% | -79.3% | -64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling