+628.3%
AGNC vs BHP
+172.0%
+456.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -4.7% | -3.6% | -1.1% | -3.8% |
| 30D | -5.7% | -1.2% | -4.5% | -5.5% |
| 3M | +1.9% | +1.2% | +0.7% | +1.2% |
| 6M | +1.8% | +21.4% | -19.6% | -3.8% |
| YTD | +3.4% | +50.4% | -47.0% | -7.7% |
| 1Y | +13.6% | +67.5% | -53.9% | -1.6% |
| 3Y | +60.4% | +72.8% | -12.5% | +36.1% |
| 5Y | +27.0% | +112.6% | -85.6% | 0.0% |
| 10Y | +83.1% | +481.7% | -398.6% | +7.9% |
| All | +628.3% | +172.0% | +456.3% | +327.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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