+1,242.0%
NLY vs HUBB
+2,050.0%
-808.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -1.0% |
| 7D | -4.0% | -0.1% | -3.9% | -4.0% |
| 30D | -5.2% | -10.0% | +4.7% | -2.2% |
| 3M | +2.8% | -1.6% | +4.4% | +2.7% |
| 6M | +4.2% | -3.1% | +7.3% | +4.1% |
| YTD | +4.7% | +4.6% | +0.1% | +1.8% |
| 1Y | +12.7% | +3.3% | +9.4% | +9.6% |
| 3Y | +62.5% | +46.6% | +16.0% | +37.5% |
| 5Y | +26.3% | +158.7% | -132.4% | -12.4% |
| 10Y | +81.0% | +443.5% | -362.5% | -1.3% |
| All | +1,242.0% | +2,050.0% | -808.0% | +345.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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