+60.4%
HCA vs AGNC
+62.2%
-1.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +5.4% | -4.7% | +10.1% | +7.0% |
| 30D | +3.0% | -5.7% | +8.6% | +4.8% |
| 3M | +13.0% | +1.9% | +11.2% | +12.3% |
| 6M | -20.3% | +1.8% | -22.1% | -20.9% |
| YTD | -8.2% | +3.4% | -11.7% | -9.5% |
| 1Y | +6.7% | +13.6% | -6.9% | +2.0% |
| 3Y | +60.4% | +60.4% | 0.0% | +36.8% |
| All | +60.4% | +62.2% | -1.8% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling