+448.2%
HUT vs NLY
+57.8%
+390.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +9.2% |
| 7D | +5.4% | -4.0% | +9.4% | +8.8% |
| 30D | +8.6% | -5.2% | +13.9% | +13.0% |
| 3M | -15.2% | +2.8% | -18.1% | -17.5% |
| 6M | +92.9% | +4.2% | +88.7% | +87.0% |
| YTD | +114.6% | +4.7% | +110.0% | +108.0% |
| 1Y | +208.5% | +12.7% | +195.8% | +182.0% |
| 3Y | +821.5% | +62.5% | +758.9% | +562.1% |
| 5Y | +101.8% | +26.3% | +75.5% | +73.7% |
| All | +448.2% | +57.8% | +390.4% | +357.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling