+77.9%
NLY vs FHN
+128.3%
-50.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -4.0% | -1.2% | -2.8% | -3.6% |
| 30D | -5.2% | -4.8% | -0.4% | -3.8% |
| 3M | +2.8% | -0.7% | +3.6% | +2.9% |
| 6M | +4.2% | +10.6% | -6.4% | +0.7% |
| YTD | +4.7% | +4.6% | +0.1% | +2.7% |
| 1Y | +12.7% | +11.4% | +1.4% | +8.0% |
| 3Y | +62.5% | +132.3% | -69.7% | +20.3% |
| 5Y | +26.3% | +90.2% | -63.8% | -8.0% |
| All | +77.9% | +128.3% | -50.4% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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