-58.5%
HUBS vs NLY
+64.2%
-122.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -9.0% | -4.0% | -5.0% | -7.1% |
| 30D | +7.2% | -5.2% | +12.5% | +10.4% |
| 3M | +20.9% | +2.8% | +18.0% | +19.8% |
| 6M | -13.0% | +4.2% | -17.2% | -15.1% |
| YTD | -43.8% | +4.7% | -48.5% | -45.6% |
| 1Y | -54.6% | +12.7% | -67.4% | -58.0% |
| 3Y | -58.5% | +62.5% | -121.0% | -69.3% |
| All | -58.5% | +64.2% | -122.6% | -69.3% |
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