+403.8%
HUT vs NLY
+58.5%
+345.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -3.5% |
| 7D | +2.8% | -3.6% | +6.5% | +5.9% |
| 30D | +2.1% | -4.9% | +7.0% | +6.0% |
| 3M | -14.3% | +6.2% | -20.5% | -18.5% |
| 6M | +84.2% | +4.5% | +79.7% | +78.2% |
| YTD | +97.2% | +5.1% | +92.1% | +90.5% |
| 1Y | +192.7% | +13.5% | +179.2% | +166.2% |
| 3Y | +712.6% | +65.6% | +647.0% | +476.2% |
| 5Y | +85.5% | +26.9% | +58.6% | +59.1% |
| All | +403.8% | +58.5% | +345.2% | +318.8% |
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