+628.3%
AGNC vs HRB
+269.4%
+358.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -4.7% | -8.0% | +3.3% | -3.0% |
| 30D | -5.7% | -16.0% | +10.3% | -2.2% |
| 3M | +1.9% | +26.9% | -25.0% | -4.1% |
| 6M | +1.8% | +51.1% | -49.3% | -8.9% |
| YTD | +3.4% | +7.1% | -3.6% | -0.3% |
| 1Y | +13.6% | -9.6% | +23.2% | +13.7% |
| 3Y | +60.4% | +25.4% | +35.0% | +45.7% |
| 5Y | +27.0% | +114.9% | -87.9% | -0.7% |
| 10Y | +83.1% | +206.4% | -123.4% | +23.2% |
| All | +628.3% | +269.4% | +358.9% | +313.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling