+77.9%
NLY vs HRB
+209.1%
-131.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -4.0% | -8.0% | +4.0% | -1.9% |
| 30D | -5.2% | -16.0% | +10.7% | -1.0% |
| 3M | +2.8% | +26.9% | -24.0% | -4.6% |
| 6M | +4.2% | +51.1% | -46.9% | -9.2% |
| YTD | +4.7% | +7.1% | -2.4% | +0.3% |
| 1Y | +12.7% | -9.6% | +22.4% | +13.5% |
| 3Y | +62.5% | +25.4% | +37.1% | +43.2% |
| 5Y | +26.3% | +114.9% | -88.6% | -9.8% |
| All | +77.9% | +209.1% | -131.2% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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