+62.5%
NLY vs HRB
+25.9%
+36.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -4.0% | -8.0% | +4.0% | -3.4% |
| 30D | -5.2% | -16.0% | +10.7% | -4.1% |
| 3M | +2.8% | +26.9% | -24.0% | +0.6% |
| 6M | +4.2% | +51.1% | -46.9% | +0.1% |
| YTD | +4.7% | +7.1% | -2.4% | +5.6% |
| 1Y | +12.7% | -9.6% | +22.4% | +17.0% |
| 3Y | +62.5% | +25.4% | +37.1% | +45.9% |
| All | +62.5% | +25.9% | +36.7% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling