+654.1%
AGNC vs HDB
+382.5%
+271.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | -1.0% | -4.9% | +3.8% | +0.2% |
| 30D | -1.2% | -5.8% | +4.6% | +0.2% |
| 3M | +5.4% | -5.2% | +10.6% | +6.6% |
| 6M | +6.7% | -25.7% | +32.4% | +14.8% |
| YTD | +7.1% | -39.6% | +46.7% | +21.3% |
| 1Y | +16.3% | -36.9% | +53.2% | +30.0% |
| 3Y | +68.5% | -29.7% | +98.2% | +80.6% |
| 5Y | +31.4% | -37.8% | +69.2% | +43.5% |
| 10Y | +89.6% | +33.7% | +55.9% | +62.5% |
| All | +654.1% | +382.5% | +271.6% | +268.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling