-94.0%
HTZ vs NLY
+2.4%
-96.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.9% |
| 7D | -8.5% | -5.9% | -2.7% | -4.3% |
| 30D | -18.9% | -2.8% | -16.1% | -17.1% |
| 3M | -36.0% | -21.6% | -14.4% | -23.0% |
| 6M | -74.6% | -14.5% | -60.0% | -71.5% |
| YTD | -70.8% | -12.4% | -58.4% | -67.9% |
| 1Y | -75.3% | -7.3% | -68.0% | -74.0% |
| 3Y | -81.6% | +54.8% | -136.4% | -86.5% |
| All | -94.0% | +2.4% | -96.3% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling