+13.6%
AGNC vs HTZ
-65.1%
+78.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -4.7% | -11.3% | +6.6% | -4.4% |
| 30D | -5.7% | -27.1% | +21.5% | -4.9% |
| 3M | +1.9% | -59.5% | +61.4% | +4.7% |
| 6M | +1.8% | -50.5% | +52.3% | +2.9% |
| YTD | +3.4% | -60.3% | +63.8% | +5.6% |
| 1Y | +13.6% | -67.1% | +80.8% | +16.2% |
| All | +13.6% | -65.1% | +78.7% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling