+628.3%
AGNC vs HUBB
+1,403.6%
-775.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | -5.7% | -10.0% | +4.3% | -2.6% |
| 3M | +1.9% | -1.6% | +3.5% | +1.7% |
| 6M | +1.8% | -3.1% | +4.9% | +1.7% |
| YTD | +3.4% | +4.6% | -1.1% | +0.6% |
| 1Y | +13.6% | +3.3% | +10.3% | +10.4% |
| 3Y | +60.4% | +46.6% | +13.8% | +34.7% |
| 5Y | +27.0% | +158.7% | -131.7% | -13.9% |
| 10Y | +83.1% | +443.5% | -360.4% | -6.4% |
| All | +628.3% | +1,403.6% | -775.3% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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