+26.4%
AGNC vs HAS
+13.9%
+12.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.0% |
| 3M | +1.9% | +10.1% | -8.2% | -0.9% |
| 6M | +1.8% | -1.4% | +3.2% | +1.5% |
| YTD | +3.4% | +14.2% | -10.7% | -1.3% |
| 1Y | +13.6% | +18.2% | -4.6% | +7.1% |
| 3Y | +60.4% | +48.6% | +11.8% | +38.2% |
| All | +26.4% | +13.9% | +12.5% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling