+31.4%
AGNC vs HTZ
-87.1%
+118.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.7% | -1.2% |
| 7D | -1.0% | -10.4% | +9.4% | -0.3% |
| 30D | -1.2% | -2.4% | +1.1% | -1.5% |
| 3M | +5.4% | -60.9% | +66.2% | +10.6% |
| 6M | +6.7% | -50.2% | +57.0% | +9.2% |
| YTD | +7.1% | -59.7% | +66.8% | +11.2% |
| 1Y | +16.3% | -66.0% | +82.3% | +21.3% |
| 3Y | +68.5% | -87.1% | +155.5% | +90.8% |
| 5Y | +31.4% | -86.9% | +118.3% | +53.8% |
| All | +31.4% | -87.1% | +118.5% | +53.8% |
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