+27.3%
AGNC vs HTZ
-89.5%
+116.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -1.2% | +7.5% | -8.7% | -1.7% |
| 30D | +0.9% | +47.4% | -46.5% | -2.4% |
| 3M | +7.0% | -54.9% | +61.9% | +11.2% |
| 6M | +3.9% | -47.0% | +50.9% | +6.0% |
| YTD | +8.5% | -55.3% | +63.8% | +11.9% |
| 1Y | +19.6% | -57.6% | +77.2% | +22.7% |
| 3Y | +66.1% | -86.6% | +152.7% | +86.8% |
| 5Y | +31.8% | -86.1% | +118.0% | +45.6% |
| All | +27.3% | -89.5% | +116.8% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling