-93.9%
HTZ vs NLY
+7.4%
-101.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.5% | -7.8% | -8.0% |
| 7D | -14.6% | +2.9% | -17.4% | -16.3% |
| 30D | -20.8% | +4.6% | -25.3% | -23.5% |
| 3M | -18.8% | -14.1% | -4.7% | -8.6% |
| 6M | -74.7% | -10.7% | -64.0% | -72.5% |
| YTD | -68.1% | -7.0% | -61.1% | -66.5% |
| 1Y | -73.5% | -0.7% | -72.8% | -73.5% |
| 3Y | -81.8% | +65.1% | -146.9% | -87.5% |
| 5Y | -95.2% | +7.2% | -102.5% | -94.4% |
| All | -93.9% | +7.4% | -101.3% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling