+628.3%
AGNC vs HSY
+637.0%
-8.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -5.7% | -5.2% | -0.5% | -4.3% |
| 3M | +1.9% | -3.4% | +5.3% | +2.6% |
| 6M | +1.8% | -19.2% | +21.0% | +7.7% |
| YTD | +3.4% | -2.6% | +6.1% | +3.2% |
| 1Y | +13.6% | -3.8% | +17.4% | +13.4% |
| 3Y | +60.4% | -10.6% | +71.0% | +60.9% |
| 5Y | +27.0% | +12.3% | +14.7% | +16.6% |
| 10Y | +83.1% | +129.6% | -46.5% | +32.3% |
| All | +628.3% | +637.0% | -8.7% | +207.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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