+4.4%
HWM vs NLY
+2.3%
+2.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.8% | -8.1% | -5.7% |
| 7D | +9.4% | +3.5% | +5.9% | +8.0% |
| 30D | -7.0% | +3.6% | -10.6% | -8.2% |
| 3M | -25.9% | -13.6% | -12.3% | -20.1% |
| 6M | -10.8% | -9.1% | -1.7% | -7.6% |
| YTD | +4.3% | -6.1% | +10.4% | +6.0% |
| 1Y | +4.4% | +0.7% | +3.7% | +3.3% |
| All | +4.4% | +2.3% | +2.1% | +3.3% |
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