+19.6%
AGNC vs HDB
-34.6%
+54.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | +0.9% | -2.8% | +3.7% | +1.6% |
| 3M | +7.0% | -3.5% | +10.5% | +7.8% |
| 6M | +3.9% | -24.7% | +28.6% | +7.6% |
| YTD | +8.5% | -36.6% | +45.1% | +12.6% |
| 1Y | +19.6% | -34.4% | +53.9% | +24.7% |
| All | +19.6% | -34.6% | +54.2% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling