+21.3%
AGNC vs HTZ
-90.7%
+112.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -4.7% | -11.3% | +6.6% | -3.9% |
| 30D | -5.7% | -27.1% | +21.5% | -3.8% |
| 3M | +1.9% | -59.5% | +61.4% | +6.6% |
| 6M | +1.8% | -50.5% | +52.3% | +4.2% |
| YTD | +3.4% | -60.3% | +63.8% | +7.5% |
| 1Y | +13.6% | -67.1% | +80.8% | +18.9% |
| 3Y | +60.4% | -87.4% | +147.8% | +80.6% |
| 5Y | +27.0% | -87.2% | +114.2% | +40.9% |
| All | +21.3% | -90.7% | +112.0% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling