+1,248.1%
NLY vs THC
+214.4%
+1,033.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.4% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -4.9% | +1.5% | -6.5% | -5.2% |
| 3M | +6.2% | +59.9% | -53.7% | -1.1% |
| 6M | +4.5% | +11.0% | -6.5% | +2.3% |
| YTD | +5.1% | +32.6% | -27.4% | +0.1% |
| 1Y | +13.5% | +37.4% | -23.9% | +7.2% |
| 3Y | +65.6% | +252.5% | -187.0% | +34.1% |
| 5Y | +26.9% | +262.3% | -235.4% | -0.2% |
| 10Y | +81.8% | +1,015.4% | -933.6% | +12.2% |
| All | +1,248.1% | +214.4% | +1,033.7% | +573.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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