+1,248.1%
NLY vs FHN
+94.1%
+1,154.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -3.6% | -0.8% | -2.8% | -3.4% |
| 30D | -4.9% | -2.6% | -2.3% | -4.3% |
| 3M | +6.2% | +0.8% | +5.3% | +5.8% |
| 6M | +4.5% | +9.2% | -4.7% | +1.8% |
| YTD | +5.1% | +5.1% | 0.0% | +3.3% |
| 1Y | +13.5% | +12.2% | +1.3% | +9.2% |
| 3Y | +65.6% | +132.4% | -66.8% | +27.9% |
| 5Y | +26.9% | +91.1% | -64.2% | -2.2% |
| 10Y | +81.8% | +128.5% | -46.7% | +24.3% |
| All | +1,248.1% | +94.1% | +1,154.0% | +616.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling