+0.6%
HAL vs AGNC
+622.7%
-622.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -3.3% | -4.7% | +1.4% | -0.6% |
| 30D | +8.2% | -5.7% | +13.8% | +11.8% |
| 3M | -9.4% | +1.9% | -11.3% | -11.0% |
| 6M | +0.6% | +1.8% | -1.2% | -1.8% |
| YTD | +28.6% | +3.4% | +25.1% | +24.3% |
| 1Y | +63.9% | +13.6% | +50.3% | +49.7% |
| 3Y | -7.1% | +60.4% | -67.5% | -32.3% |
| 5Y | +102.3% | +27.0% | +75.3% | +65.9% |
| 10Y | +3.7% | +83.1% | -79.4% | -28.8% |
| All | +0.6% | +622.7% | -622.1% | -71.0% |
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