-9.0%
HUM vs NLY
+64.2%
-73.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.7% | +2.3% |
| 7D | +2.1% | -4.0% | +6.0% | +2.5% |
| 30D | +5.4% | -5.2% | +10.6% | +5.9% |
| 3M | +11.4% | +2.8% | +8.6% | +10.9% |
| 6M | +141.5% | +4.2% | +137.3% | +139.6% |
| YTD | +61.2% | +4.7% | +56.5% | +59.5% |
| 1Y | +49.2% | +12.7% | +36.4% | +46.2% |
| 3Y | -9.0% | +62.5% | -71.6% | -9.0% |
| All | -9.0% | +64.2% | -73.2% | -9.0% |
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 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