+151.7%
HYG vs NLY
+283.3%
-131.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | -0.7% | -4.0% | +3.3% | -0.1% |
| 30D | -0.7% | -5.2% | +4.5% | 0.0% |
| 3M | -0.2% | +2.8% | -3.0% | -0.7% |
| 6M | +1.4% | +4.2% | -2.8% | +0.7% |
| YTD | +1.5% | +4.7% | -3.2% | +0.6% |
| 1Y | +2.9% | +12.7% | -9.9% | +0.8% |
| 3Y | +25.6% | +62.5% | -36.9% | +16.1% |
| 5Y | +18.6% | +26.3% | -7.8% | +12.3% |
| 10Y | +55.7% | +81.0% | -25.2% | +36.8% |
| All | +151.7% | +283.3% | -131.6% | +96.2% |
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 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