+1,559.5%
HWM vs NLY
+78.3%
+1,481.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -11.4% | -4.0% | -7.5% | -9.5% |
| 30D | -18.5% | -5.2% | -13.2% | -16.1% |
| 3M | -13.2% | +2.8% | -16.0% | -14.7% |
| 6M | -8.7% | +4.2% | -12.9% | -10.9% |
| YTD | +12.2% | +4.7% | +7.5% | +9.0% |
| 1Y | +24.9% | +12.7% | +12.2% | +16.3% |
| 3Y | +383.9% | +62.5% | +321.4% | +261.9% |
| 5Y | +646.1% | +26.3% | +619.8% | +535.6% |
| All | +1,559.5% | +78.3% | +1,481.2% | +1,213.6% |
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