+30.6%
HUM vs NLY
+20.9%
+9.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +4.2% | -1.0% | +5.1% | +4.2% |
| 30D | +10.4% | +0.6% | +9.8% | +10.3% |
| 3M | +15.1% | +10.8% | +4.2% | +14.4% |
| 6M | +120.9% | +6.2% | +114.7% | +119.6% |
| YTD | +57.9% | +9.0% | +48.9% | +53.7% |
| 1Y | +30.6% | +19.3% | +11.2% | +26.0% |
| All | +30.6% | +20.9% | +9.7% | +26.0% |
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