-86.5%
HTZ vs NLY
+68.4%
-154.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +7.5% | -1.0% | +8.5% | +8.5% |
| 30D | +47.4% | +0.6% | +46.8% | +46.6% |
| 3M | -54.9% | +10.8% | -65.7% | -59.6% |
| 6M | -47.0% | +6.2% | -53.2% | -50.4% |
| YTD | -55.3% | +9.0% | -64.3% | -59.2% |
| 1Y | -57.6% | +19.3% | -77.0% | -64.8% |
| All | -86.5% | +68.4% | -154.9% | -91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling