+1.0%
AGNC vs HTZ
-93.2%
+94.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.5% |
| 7D | -6.3% | -8.5% | +2.3% | -5.8% |
| 30D | -3.1% | -18.9% | +15.8% | -2.1% |
| 3M | -22.1% | -36.0% | +14.0% | -20.2% |
| 6M | -16.9% | -74.6% | +57.7% | -10.6% |
| YTD | -13.9% | -70.8% | +56.9% | -9.1% |
| 1Y | -6.9% | -75.3% | +68.4% | -0.6% |
| 3Y | +50.9% | -81.6% | +132.4% | +57.6% |
| 5Y | +3.9% | -94.4% | +98.4% | +20.8% |
| All | +1.0% | -93.2% | +94.1% | +18.5% |
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