+543.8%
AGNC vs JBHT
+670.6%
-126.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | +2.5% | +0.9% | +1.5% | +2.2% |
| 30D | +2.2% | -1.1% | +3.3% | +2.4% |
| 3M | -15.7% | -14.8% | -0.9% | -12.4% |
| 6M | -13.6% | -7.4% | -6.2% | -12.7% |
| YTD | -8.6% | +17.3% | -25.9% | -13.8% |
| 1Y | -2.2% | +35.3% | -37.5% | -11.5% |
| 3Y | +61.0% | +33.9% | +27.0% | +42.1% |
| 5Y | +10.5% | +22.5% | -12.0% | -1.4% |
| 10Y | +57.2% | +181.3% | -124.1% | +6.1% |
| All | +543.8% | +670.6% | -126.8% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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