+1,886.2%
HUM vs NLY
+1,197.0%
+689.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.7% | +2.4% |
| 7D | +2.1% | -4.0% | +6.0% | +3.0% |
| 30D | +5.4% | -5.2% | +10.6% | +6.6% |
| 3M | +11.4% | +2.8% | +8.6% | +10.6% |
| 6M | +141.5% | +4.2% | +137.3% | +138.4% |
| YTD | +61.2% | +4.7% | +56.5% | +58.7% |
| 1Y | +49.2% | +12.7% | +36.4% | +44.3% |
| 3Y | -9.0% | +62.5% | -71.6% | -19.9% |
| 5Y | +7.2% | +26.3% | -19.2% | -1.8% |
| 10Y | +152.7% | +81.0% | +71.7% | +105.9% |
| All | +1,886.2% | +1,197.0% | +689.1% | +1,025.5% |
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