+80.6%
AGNC vs HAS
+61.8%
+18.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | -4.7% | -1.1% | -3.6% | -4.5% |
| 30D | -5.7% | -2.8% | -2.9% | -5.1% |
| 3M | +1.9% | +10.1% | -8.2% | -0.8% |
| 6M | +1.8% | -1.4% | +3.2% | +1.5% |
| YTD | +3.4% | +14.2% | -10.7% | -0.9% |
| 1Y | +13.6% | +18.2% | -4.6% | +7.7% |
| 3Y | +60.4% | +48.6% | +11.8% | +40.0% |
| 5Y | +27.0% | +14.2% | +12.8% | +16.3% |
| All | +80.6% | +61.8% | +18.8% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling