-74.3%
HTZ vs NLY
-3.8%
-70.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.1% | +11.4% | +10.8% |
| 7D | -27.4% | -3.2% | -24.3% | -25.7% |
| 30D | -11.4% | +0.2% | -11.6% | -11.6% |
| 3M | -33.1% | -17.8% | -15.3% | -22.4% |
| 6M | -73.5% | -12.3% | -61.2% | -71.0% |
| YTD | -68.1% | -9.0% | -59.1% | -66.9% |
| 1Y | -74.3% | -4.6% | -69.6% | -74.6% |
| All | -74.3% | -3.8% | -70.5% | -74.6% |
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 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