+1,148.5%
DHR vs AGNC
+622.7%
+525.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.6% | -4.7% | +1.1% | -2.1% |
| 30D | -2.7% | -5.7% | +2.9% | -0.9% |
| 3M | +10.9% | +1.9% | +9.1% | +10.2% |
| 6M | +3.0% | +1.8% | +1.2% | +2.3% |
| YTD | -12.2% | +3.4% | -15.6% | -13.4% |
| 1Y | +3.3% | +13.6% | -10.3% | -1.2% |
| 3Y | -8.2% | +60.4% | -68.6% | -21.6% |
| 5Y | -29.9% | +27.0% | -56.9% | -36.9% |
| 10Y | +208.5% | +83.1% | +125.4% | +139.7% |
| All | +1,148.5% | +622.7% | +525.9% | +429.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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