+628.3%
AGNC vs HALO
+2,002.0%
-1,373.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.7% | -2.7% | -2.0% | -4.4% |
| 30D | -5.7% | +5.3% | -11.0% | -6.2% |
| 3M | +1.9% | +51.6% | -49.7% | -2.5% |
| 6M | +1.8% | +61.3% | -59.5% | -3.2% |
| YTD | +3.4% | +59.3% | -55.8% | -1.7% |
| 1Y | +13.6% | +38.3% | -24.7% | +9.4% |
| 3Y | +60.4% | +185.9% | -125.5% | +41.2% |
| 5Y | +27.0% | +159.9% | -133.0% | +11.8% |
| 10Y | +83.1% | +965.6% | -882.5% | +37.9% |
| All | +628.3% | +2,002.0% | -1,373.7% | +287.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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