+66.1%
AGNC vs HTZ
-87.2%
+153.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.7% | -1.3% |
| 7D | -1.0% | -10.4% | +9.4% | -0.5% |
| 30D | -1.2% | -2.4% | +1.1% | -1.4% |
| 3M | +5.4% | -60.9% | +66.2% | +9.2% |
| 6M | +6.7% | -50.2% | +57.0% | +8.6% |
| YTD | +7.1% | -59.7% | +66.8% | +10.1% |
| 1Y | +16.3% | -66.0% | +82.3% | +20.0% |
| All | +66.1% | -87.2% | +153.2% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling