+1.7%
HUT vs NLY
+2.3%
-0.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.8% | -27.1% | -25.7% |
| 7D | -29.5% | +3.5% | -33.0% | -31.8% |
| 30D | -45.2% | +3.6% | -48.8% | -47.2% |
| 3M | -51.6% | -13.6% | -38.0% | -43.2% |
| 6M | -37.3% | -9.1% | -28.2% | -31.3% |
| YTD | +6.5% | -6.1% | +12.6% | +13.3% |
| 1Y | +1.7% | +0.7% | +1.0% | +2.0% |
| All | +1.7% | +2.3% | -0.6% | +2.0% |
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