+0.6%
AGNC vs HTZ
-93.0%
+93.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.1% | +2.8% | -2.9% |
| 7D | -7.0% | -14.0% | +6.9% | -6.2% |
| 30D | -3.5% | -19.8% | +16.3% | -2.4% |
| 3M | -21.8% | -45.0% | +23.2% | -19.1% |
| 6M | -18.0% | -73.2% | +55.2% | -12.2% |
| YTD | -14.2% | -70.0% | +55.8% | -9.6% |
| 1Y | -7.8% | -75.7% | +67.9% | -1.4% |
| 3Y | +51.0% | -82.1% | +133.1% | +58.7% |
| 5Y | +3.6% | -94.3% | +97.9% | +20.2% |
| All | +0.6% | -93.0% | +93.6% | +17.8% |
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 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