+7.1%
AGNC vs HTZ
-93.9%
+101.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.3% | -12.3% | -3.6% |
| 7D | -4.4% | -27.4% | +23.0% | -2.5% |
| 30D | -1.0% | -11.4% | +10.4% | -0.5% |
| 3M | -19.2% | -33.1% | +13.9% | -17.5% |
| 6M | -15.7% | -73.5% | +57.8% | -9.1% |
| YTD | -11.3% | -68.1% | +56.8% | -6.6% |
| 1Y | -5.6% | -74.3% | +68.7% | +1.0% |
| 3Y | +56.2% | -80.9% | +137.1% | +66.3% |
| All | +7.1% | -93.9% | +101.0% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling