-4.6%
HD vs AGNC
+2.0%
-6.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.0% | +2.5% | +3.9% |
| 7D | +11.9% | +1.5% | +10.5% | +10.8% |
| 30D | +26.4% | +3.9% | +22.5% | +23.2% |
| 3M | +2.8% | -13.5% | +16.3% | +12.5% |
| 6M | +15.5% | -10.6% | +26.1% | +24.0% |
| YTD | +5.5% | -7.2% | +12.7% | +6.1% |
| 1Y | -4.6% | 0.0% | -4.5% | -11.6% |
| All | -4.6% | +2.0% | -6.6% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling