0.0%
AGNC vs HRB
+16.9%
-16.9%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.4% | -0.4% | +3.9% |
| 7D | +1.5% | +16.0% | -14.6% | +1.3% |
| 30D | +3.9% | +32.1% | -28.1% | +3.9% |
| 3M | -13.5% | +21.5% | -35.0% | -13.5% |
| 6M | -10.6% | +82.1% | -92.7% | -9.3% |
| YTD | -7.2% | +31.6% | -38.8% | -5.7% |
| 1Y | 0.0% | +15.9% | -15.9% | +3.3% |
| All | 0.0% | +16.9% | -16.9% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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